-4.5%
STM vs IR
+46.1%
-50.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.1% |
| 7D | +1.4% | +1.1% | +0.4% | +1.0% |
| 30D | -8.4% | +7.6% | -15.9% | -12.5% |
| 3M | -15.8% | +0.1% | -15.9% | -15.7% |
| 6M | -22.8% | +14.0% | -36.8% | -30.5% |
| YTD | +79.4% | +7.5% | +71.9% | +65.6% |
| 1Y | +97.0% | +10.1% | +86.8% | +78.1% |
| 3Y | +14.2% | +24.9% | -10.7% | -10.8% |
| 5Y | -4.5% | +46.9% | -51.3% | -39.7% |
| All | -4.5% | +46.1% | -50.5% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling