+16.7%
STM vs BG
+6.5%
+10.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +12.0% | +2.6% | +9.4% | +11.5% |
| 30D | -0.4% | -6.7% | +6.3% | +1.1% |
| 3M | -13.2% | -9.3% | -3.9% | -11.8% |
| 6M | -26.1% | -18.3% | -7.7% | -22.9% |
| YTD | +81.2% | +16.2% | +65.0% | +68.1% |
| 1Y | +98.3% | +7.6% | +90.7% | +88.4% |
| 3Y | +16.7% | +6.6% | +10.2% | +7.1% |
| All | +16.7% | +6.5% | +10.3% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling