+98.3%
STM vs IR
+10.2%
+88.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +12.0% | +2.5% | +9.5% | +10.6% |
| 30D | -0.4% | +9.2% | -9.5% | -4.2% |
| 3M | -13.2% | +0.9% | -14.1% | -13.8% |
| 6M | -26.1% | +19.2% | -45.3% | -33.1% |
| YTD | +81.2% | +7.5% | +73.7% | +71.8% |
| 1Y | +98.3% | +11.7% | +86.6% | +84.5% |
| All | +98.3% | +10.2% | +88.1% | +84.5% |
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