+15.7%
STM vs BP
+33.2%
-17.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +5.8% | +3.9% | +1.9% | +4.8% |
| 30D | -1.0% | +7.6% | -8.6% | -3.0% |
| 3M | -33.3% | +0.7% | -34.0% | -33.5% |
| 6M | +57.4% | +15.5% | +41.9% | +46.8% |
| YTD | +102.2% | +30.8% | +71.4% | +78.2% |
| 1Y | +99.6% | +34.3% | +65.3% | +72.8% |
| All | +15.7% | +33.2% | -17.5% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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