+15.6%
STM vs EW
+60.7%
-45.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.8% |
| 7D | +1.4% | +6.5% | -5.0% | -0.9% |
| 30D | -8.4% | +22.5% | -30.8% | -15.2% |
| 3M | -15.8% | +13.0% | -28.8% | -19.8% |
| 6M | -22.8% | +37.1% | -59.9% | -32.4% |
| YTD | +79.4% | +24.1% | +55.2% | +63.3% |
| 1Y | +97.0% | +24.2% | +72.7% | +79.1% |
| All | +15.6% | +60.7% | -45.2% | -9.1% |
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