+21.2%
STM vs COMP
-52.8%
+74.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.7% | -13.8% | -7.4% |
| 7D | -6.0% | +9.5% | -15.5% | -7.6% |
| 30D | -20.9% | +8.1% | -29.0% | -22.3% |
| 3M | -15.8% | -16.3% | +0.6% | -13.8% |
| 6M | -17.0% | +42.2% | -59.3% | -23.6% |
| YTD | +76.8% | -5.0% | +81.8% | +73.0% |
| 1Y | +96.5% | +20.1% | +76.4% | +83.8% |
| 3Y | +14.0% | +358.4% | -344.5% | -21.6% |
| 5Y | -5.8% | -21.9% | +16.1% | -22.0% |
| All | +21.2% | -52.8% | +74.0% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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