+162.4%
STM vs IR
+316.5%
-154.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.8% | -9.6% | -10.7% |
| 7D | -20.1% | +2.3% | -22.4% | -21.0% |
| 30D | -32.0% | +3.3% | -35.3% | -33.1% |
| 3M | -24.2% | -9.0% | -15.1% | -19.8% |
| 6M | -29.9% | +8.0% | -37.9% | -33.8% |
| YTD | +54.9% | +3.4% | +51.5% | +48.8% |
| 1Y | +68.0% | +4.5% | +63.5% | +60.1% |
| 3Y | -0.1% | +25.6% | -25.7% | -15.8% |
| 5Y | -17.9% | +43.8% | -61.7% | -36.8% |
| All | +162.4% | +316.5% | -154.0% | +32.5% |
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