+19.6%
STM vs EQT
+33.4%
-13.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +1.7% | -2.0% | +3.7% | +2.0% |
| 30D | -5.2% | +1.0% | -6.2% | -5.4% |
| 3M | -29.6% | +4.0% | -33.6% | -30.3% |
| 6M | +54.4% | -11.7% | +66.0% | +58.1% |
| YTD | +99.5% | +2.8% | +96.7% | +96.5% |
| 1Y | +100.8% | +10.0% | +90.8% | +94.4% |
| All | +19.6% | +33.4% | -13.8% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling