+96.5%
STM vs GM
+37.1%
+59.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.6% | -10.7% | -7.5% |
| 7D | -6.0% | +12.1% | -18.1% | -9.7% |
| 30D | -20.9% | +15.2% | -36.1% | -25.0% |
| 3M | -15.8% | +4.9% | -20.6% | -17.5% |
| 6M | -17.0% | +22.6% | -39.7% | -24.5% |
| YTD | +76.8% | +14.4% | +62.4% | +58.6% |
| 1Y | +96.5% | +39.4% | +57.1% | +47.3% |
| All | +96.5% | +37.1% | +59.4% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling