+98.3%
STM vs EQT
-12.2%
+110.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +12.0% | +6.9% | +5.1% | +11.6% |
| 30D | -0.4% | +0.4% | -0.8% | -0.4% |
| 3M | -13.2% | -2.0% | -11.1% | -13.1% |
| 6M | -26.1% | -5.0% | -21.1% | -25.5% |
| YTD | +81.2% | -0.3% | +81.5% | +78.9% |
| 1Y | +98.3% | -11.3% | +109.6% | +109.7% |
| All | +98.3% | -12.2% | +110.5% | +109.7% |
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