+352.5%
STM vs BR
+1,321.0%
-968.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.2% | +3.9% |
| 7D | +5.8% | -5.3% | +11.1% | +9.2% |
| 30D | -1.0% | +6.4% | -7.5% | -5.3% |
| 3M | -33.3% | +13.6% | -46.9% | -39.9% |
| 6M | +57.4% | -6.7% | +64.1% | +56.9% |
| YTD | +102.2% | -21.1% | +123.3% | +123.3% |
| 1Y | +99.6% | -29.6% | +129.2% | +137.1% |
| 3Y | +14.5% | -2.4% | +16.9% | +6.6% |
| 5Y | +21.4% | +11.2% | +10.1% | +1.7% |
| 10Y | +695.0% | +191.8% | +503.2% | +248.2% |
| All | +352.5% | +1,321.0% | -968.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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