-27.8%
STM vs EW
+23.5%
-51.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.5% |
| 7D | -10.7% | +11.0% | -21.7% | -10.3% |
| 30D | -25.7% | +19.1% | -44.8% | -24.8% |
| 3M | -21.6% | +14.4% | -35.9% | -20.8% |
| 6M | -27.8% | +22.8% | -50.6% | -26.0% |
| All | -27.8% | +23.5% | -51.3% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling