+96.5%
STM vs EQT
-3.4%
+99.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.9% | -6.0% |
| 7D | -6.0% | -6.6% | +0.6% | -6.0% |
| 30D | -20.9% | +2.7% | -23.7% | -20.9% |
| 3M | -15.8% | -0.2% | -15.6% | -15.7% |
| 6M | -17.0% | -10.6% | -6.5% | -15.8% |
| YTD | +76.8% | -1.2% | +78.0% | +74.7% |
| 1Y | +96.5% | -4.9% | +101.3% | +96.2% |
| All | +96.5% | -3.4% | +99.9% | +96.2% |
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