+78.1%
STM vs CB
+29.6%
+48.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +2.4% |
| 7D | -10.7% | +0.2% | -11.0% | -10.3% |
| 30D | -25.7% | +9.1% | -34.8% | -17.5% |
| 3M | -21.6% | +3.4% | -25.0% | -17.6% |
| 6M | -27.8% | +14.1% | -41.9% | -15.6% |
| YTD | +61.8% | +18.0% | +43.7% | +92.7% |
| 1Y | +78.1% | +30.1% | +48.0% | +118.3% |
| All | +78.1% | +29.6% | +48.5% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling