+57.4%
STM vs BP
+15.6%
+41.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +2.0% |
| 7D | +5.8% | +3.9% | +1.9% | +7.0% |
| 30D | -1.0% | +7.6% | -8.6% | +1.4% |
| 3M | -33.3% | +0.7% | -34.0% | -32.9% |
| 6M | +57.4% | +15.5% | +41.9% | +65.5% |
| All | +57.4% | +15.6% | +41.8% | +65.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling