+203.9%
STM vs IR
+332.9%
-129.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.0% |
| 7D | +1.4% | +1.1% | +0.4% | +1.1% |
| 30D | -8.4% | +7.6% | -15.9% | -11.9% |
| 3M | -15.8% | +0.1% | -15.9% | -15.7% |
| 6M | -22.8% | +14.0% | -36.8% | -29.2% |
| YTD | +79.4% | +7.5% | +71.9% | +68.5% |
| 1Y | +97.0% | +10.1% | +86.8% | +82.0% |
| 3Y | +14.2% | +24.9% | -10.7% | -3.4% |
| 5Y | -4.5% | +46.9% | -51.3% | -27.4% |
| All | +203.9% | +332.9% | -129.0% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling