+2,285.7%
STM vs B
+227.1%
+2,058.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.2% |
| 7D | +5.8% | -1.6% | +7.4% | +6.0% |
| 30D | -1.0% | +9.4% | -10.4% | -2.3% |
| 3M | -33.3% | +5.0% | -38.2% | -33.7% |
| 6M | +57.4% | -3.5% | +60.9% | +57.8% |
| YTD | +102.2% | +4.5% | +97.7% | +100.7% |
| 1Y | +99.6% | +67.8% | +31.8% | +86.2% |
| 3Y | +14.5% | +196.7% | -182.2% | -1.0% |
| 5Y | +21.4% | +151.9% | -130.6% | +5.7% |
| 10Y | +695.0% | +202.2% | +492.8% | +562.4% |
| All | +2,285.7% | +227.1% | +2,058.6% | +1,761.5% |
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