+15.7%
STM vs D
+56.9%
-41.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +5.8% | +0.4% | +5.3% | +5.7% |
| 30D | -1.0% | -3.6% | +2.6% | -0.5% |
| 3M | -33.3% | -1.0% | -32.3% | -33.4% |
| 6M | +57.4% | +6.3% | +51.1% | +55.0% |
| YTD | +102.2% | +14.7% | +87.5% | +96.7% |
| 1Y | +99.6% | +16.9% | +82.7% | +93.3% |
| All | +15.7% | +56.9% | -41.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling