+89.4%
STM vs IR
+11.6%
+77.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +4.3% |
| 7D | -5.6% | +5.0% | -10.6% | -7.7% |
| 30D | -14.4% | +10.3% | -24.8% | -18.2% |
| 3M | -20.5% | -0.1% | -20.4% | -20.9% |
| 6M | -24.5% | +14.8% | -39.3% | -30.5% |
| YTD | +72.7% | +9.7% | +62.9% | +61.8% |
| All | +89.4% | +11.6% | +77.8% | +74.5% |
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