-29.9%
STM vs B
+4.3%
-34.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.5% | -12.9% | -12.6% |
| 7D | -20.1% | +4.3% | -24.4% | -21.9% |
| 30D | -32.0% | -0.9% | -31.0% | -31.5% |
| 3M | -24.2% | -1.4% | -22.8% | -24.7% |
| 6M | -29.9% | +5.0% | -35.0% | -32.9% |
| All | -29.9% | +4.3% | -34.2% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling