+57.4%
STM vs IR
-16.8%
+74.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.3% |
| 7D | +5.8% | -2.8% | +8.6% | +7.2% |
| 30D | -1.0% | -15.1% | +14.1% | +6.9% |
| 3M | -33.3% | +6.1% | -39.3% | -38.1% |
| 6M | +57.4% | -16.8% | +74.2% | +85.2% |
| All | +57.4% | -16.8% | +74.2% | +85.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling