+1,727.7%
STM vs B
+194.9%
+1,532.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.5% | -12.9% | -12.5% |
| 7D | -20.1% | +4.3% | -24.4% | -20.6% |
| 30D | -32.0% | -0.9% | -31.0% | -31.9% |
| 3M | -24.2% | -1.4% | -22.8% | -24.2% |
| 6M | -29.9% | +5.0% | -35.0% | -30.5% |
| YTD | +54.9% | -5.8% | +60.7% | +55.7% |
| 1Y | +68.0% | +25.6% | +42.4% | +62.8% |
| 3Y | -0.1% | +161.6% | -161.8% | -12.3% |
| 5Y | -17.9% | +135.2% | -153.1% | -27.8% |
| 10Y | +392.2% | +170.7% | +221.5% | +316.5% |
| All | +1,727.7% | +194.9% | +1,532.8% | +1,344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling