+242.5%
STM vs IR
+288.5%
-46.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 3M | -33.3% | +6.1% | -39.3% | -36.3% |
| 6M | +57.4% | -16.8% | +74.2% | +73.1% |
| YTD | +102.2% | -3.5% | +105.7% | +101.9% |
| 1Y | +99.6% | -3.5% | +103.1% | +98.1% |
| 3Y | +14.5% | +9.5% | +5.0% | +4.2% |
| 5Y | +21.4% | +45.1% | -23.7% | -6.9% |
| All | +242.5% | +288.5% | -46.0% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling