-19.6%
STM vs GM
+14.9%
-34.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +1.4% |
| 7D | +16.3% | -3.4% | +19.7% | +17.5% |
| 30D | -6.3% | +2.7% | -9.0% | -7.5% |
| 3M | -14.1% | -0.4% | -13.7% | -14.3% |
| 6M | -19.6% | +13.3% | -32.9% | -26.8% |
| All | -19.6% | +14.9% | -34.4% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling