+96.5%
STM vs ED
+27.1%
+69.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.0% | -9.0% | -3.0% |
| 7D | -6.0% | +5.4% | -11.4% | -0.7% |
| 30D | -20.9% | +16.4% | -37.3% | -7.8% |
| 3M | -15.8% | +11.9% | -27.6% | -5.3% |
| 6M | -17.0% | +11.6% | -28.6% | -5.6% |
| YTD | +76.8% | +24.1% | +52.7% | +114.7% |
| 1Y | +96.5% | +26.9% | +69.6% | +142.9% |
| All | +96.5% | +27.1% | +69.4% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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