+99.6%
STM vs D
+15.7%
+83.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.9% |
| 7D | +5.8% | +0.4% | +5.3% | +5.8% |
| 30D | -1.0% | -3.6% | +2.6% | -0.9% |
| 3M | -33.3% | -1.0% | -32.3% | -33.7% |
| 6M | +57.4% | +6.3% | +51.1% | +53.9% |
| YTD | +102.2% | +14.7% | +87.5% | +98.9% |
| 1Y | +99.6% | +16.9% | +82.7% | +95.8% |
| All | +99.6% | +15.7% | +83.9% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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