+96.5%
STM vs CI
+21.2%
+75.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.4% | -9.4% | -5.5% |
| 7D | -6.0% | +3.5% | -9.5% | -5.5% |
| 30D | -20.9% | +12.6% | -33.5% | -20.2% |
| 3M | -15.8% | +12.1% | -27.8% | -15.1% |
| 6M | -17.0% | +10.6% | -27.6% | -17.1% |
| YTD | +76.8% | +12.8% | +64.0% | +76.2% |
| 1Y | +96.5% | +18.0% | +78.5% | +96.1% |
| All | +96.5% | +21.2% | +75.3% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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