+99.6%
STM vs EQT
+7.9%
+91.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | +5.8% | +1.1% | +4.7% | +5.7% |
| 30D | -1.0% | +7.7% | -8.7% | -1.6% |
| 3M | -33.3% | +0.2% | -33.4% | -32.9% |
| 6M | +57.4% | -9.5% | +66.8% | +61.1% |
| YTD | +102.2% | +3.8% | +98.4% | +98.7% |
| 1Y | +99.6% | +7.8% | +91.8% | +99.3% |
| All | +99.6% | +7.9% | +91.7% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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