-5.4%
STM vs D
+12.4%
-17.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +16.3% | -3.1% | +19.4% | +16.8% |
| 30D | -6.3% | +8.4% | -14.6% | -7.6% |
| 3M | -14.1% | +0.2% | -14.3% | -14.2% |
| 6M | -19.6% | +9.5% | -29.0% | -21.3% |
| YTD | +80.1% | +18.8% | +61.3% | +73.4% |
| 1Y | +95.4% | +14.7% | +80.7% | +89.2% |
| 3Y | +14.7% | +72.9% | -58.3% | +0.3% |
| 5Y | -5.4% | +13.1% | -18.5% | -6.0% |
| All | -5.4% | +12.4% | -17.8% | -6.0% |
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 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