+96.5%
STM vs IR
+11.7%
+84.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.6% | -5.8% |
| 7D | -6.0% | +11.6% | -17.6% | -10.8% |
| 30D | -20.9% | +7.2% | -28.1% | -23.4% |
| 3M | -15.8% | -5.9% | -9.9% | -14.0% |
| 6M | -17.0% | +11.5% | -28.5% | -22.8% |
| YTD | +76.8% | +6.3% | +70.5% | +67.6% |
| 1Y | +96.5% | +9.1% | +87.4% | +82.6% |
| All | +96.5% | +11.7% | +84.8% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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