+78.1%
STM vs EW
+23.2%
+54.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.2% |
| 7D | -10.7% | +11.0% | -21.7% | -12.6% |
| 30D | -25.7% | +19.1% | -44.8% | -28.1% |
| 3M | -21.6% | +14.4% | -35.9% | -23.5% |
| 6M | -27.8% | +22.8% | -50.6% | -31.3% |
| YTD | +61.8% | +19.8% | +41.9% | +56.7% |
| 1Y | +78.1% | +23.9% | +54.2% | +70.7% |
| All | +78.1% | +23.2% | +54.9% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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