-17.9%
STM vs D
+14.9%
-32.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.2% | -12.2% | -12.4% |
| 7D | -20.1% | +6.9% | -27.0% | -20.9% |
| 30D | -32.0% | +12.3% | -44.3% | -33.2% |
| 3M | -24.2% | +3.0% | -27.2% | -24.5% |
| 6M | -29.9% | +12.8% | -42.7% | -31.7% |
| YTD | +54.9% | +22.6% | +32.3% | +48.7% |
| 1Y | +68.0% | +21.7% | +46.3% | +61.3% |
| 3Y | -0.1% | +83.9% | -84.1% | -13.2% |
| 5Y | -17.9% | +14.0% | -31.9% | -17.8% |
| All | -17.9% | +14.9% | -32.8% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling