+13.1%
STM vs EW
+8,084.4%
-8,071.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | -7.9% | +9.3% | -17.2% | -10.8% |
| 30D | -14.1% | +22.1% | -36.2% | -19.9% |
| 3M | -17.6% | +13.0% | -30.6% | -21.3% |
| 6M | -24.2% | +30.1% | -54.3% | -31.3% |
| YTD | +73.3% | +22.0% | +51.3% | +60.3% |
| 1Y | +90.1% | +23.7% | +66.4% | +74.9% |
| 3Y | +10.3% | +62.0% | -51.6% | -9.4% |
| 5Y | -5.7% | -12.4% | +6.7% | -6.5% |
| 10Y | +444.1% | +236.1% | +208.0% | +259.2% |
| All | +13.1% | +8,084.4% | -8,071.3% | -64.7% |
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 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