+31.9%
STM vs EW
+6,974.1%
-6,942.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +5.8% | -0.3% | +6.1% | +5.9% |
| 30D | -1.0% | +1.0% | -2.0% | -1.5% |
| 3M | -33.3% | +2.8% | -36.1% | -34.1% |
| 6M | +57.4% | +5.5% | +51.9% | +53.6% |
| YTD | +102.2% | +5.5% | +96.7% | +97.2% |
| 1Y | +99.6% | +11.0% | +88.6% | +90.6% |
| 3Y | +14.5% | +17.7% | -3.2% | +4.8% |
| 5Y | +21.4% | -25.7% | +47.1% | +27.6% |
| 10Y | +695.0% | +132.8% | +562.2% | +484.0% |
| All | +31.9% | +6,974.1% | -6,942.2% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling