-4.6%
STM vs B
+107.0%
-111.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +12.0% | -7.3% | +19.3% | +14.4% |
| 30D | -0.4% | -3.3% | +3.0% | +0.3% |
| 3M | -13.2% | -7.8% | -5.4% | -11.6% |
| 6M | -26.1% | -15.5% | -10.5% | -23.0% |
| YTD | +81.2% | -12.3% | +93.4% | +85.9% |
| 1Y | +98.3% | +5.4% | +92.9% | +94.7% |
| 3Y | +16.7% | +165.5% | -148.8% | -9.7% |
| All | -4.6% | +107.0% | -111.6% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded B wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling