+16.7%
STM vs EW
+62.8%
-46.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | +12.0% | +4.9% | +7.1% | +10.1% |
| 30D | -0.4% | +23.9% | -24.3% | -8.2% |
| 3M | -13.2% | +15.8% | -28.9% | -18.1% |
| 6M | -26.1% | +31.7% | -57.7% | -34.1% |
| YTD | +81.2% | +25.7% | +55.5% | +64.2% |
| 1Y | +98.3% | +24.4% | +73.9% | +80.3% |
| 3Y | +16.7% | +65.9% | -49.1% | -8.6% |
| All | +16.7% | +62.8% | -46.0% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling