+89.4%
STM vs DD
+31.6%
+57.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.9% | +0.9% | +0.9% |
| 7D | -5.6% | +9.8% | -15.4% | -13.6% |
| 30D | -14.4% | +19.3% | -33.8% | -28.0% |
| 3M | -20.5% | +9.4% | -29.8% | -26.9% |
| 6M | -24.5% | +4.8% | -29.3% | -27.5% |
| YTD | +72.7% | +30.2% | +42.4% | +35.1% |
| All | +89.4% | +31.6% | +57.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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