+98.8%
STM vs GM
+50.1%
+48.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.6% |
| 7D | -1.1% | -1.1% | 0.0% | -0.7% |
| 30D | -7.8% | -3.4% | -4.4% | -6.7% |
| 3M | -28.2% | +8.7% | -36.9% | -30.5% |
| 6M | +52.0% | +15.4% | +36.6% | +43.9% |
| YTD | +96.4% | +6.6% | +89.8% | +86.7% |
| 1Y | +98.8% | +51.5% | +47.3% | +80.1% |
| All | +98.8% | +50.1% | +48.8% | +80.1% |
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