+4.9%
STM vs IR
+27.4%
-22.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +3.6% |
| 7D | -10.7% | +3.7% | -14.4% | -12.5% |
| 30D | -25.7% | +7.4% | -33.2% | -28.7% |
| 3M | -21.6% | -5.9% | -15.6% | -18.5% |
| 6M | -27.8% | +5.6% | -33.4% | -31.1% |
| YTD | +61.8% | +4.8% | +56.9% | +52.4% |
| 1Y | +78.1% | +6.9% | +71.2% | +65.1% |
| 3Y | +4.9% | +27.6% | -22.7% | -15.1% |
| All | +4.9% | +27.4% | -22.5% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling