+15.7%
STM vs IR
+9.5%
+6.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.1% |
| 7D | +5.8% | -2.8% | +8.6% | +7.6% |
| 30D | -1.0% | -15.1% | +14.1% | +9.1% |
| 3M | -33.3% | +6.1% | -39.3% | -36.8% |
| 6M | +57.4% | -16.8% | +74.2% | +73.6% |
| YTD | +102.2% | -3.5% | +105.7% | +100.2% |
| 1Y | +99.6% | -3.5% | +103.1% | +96.1% |
| All | +15.7% | +9.5% | +6.3% | -0.9% |
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