+15.7%
STM vs CB
+74.5%
-58.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.3% |
| 7D | +5.8% | +0.5% | +5.3% | +5.9% |
| 30D | -1.0% | -3.1% | +2.1% | -1.8% |
| 3M | -33.3% | +9.0% | -42.2% | -32.6% |
| 6M | +57.4% | +2.9% | +54.5% | +58.9% |
| YTD | +102.2% | +10.1% | +92.1% | +103.8% |
| 1Y | +99.6% | +22.8% | +76.8% | +100.0% |
| All | +15.7% | +74.5% | -58.7% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling