+99.6%
STM vs IT
-24.5%
+124.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +1.2% |
| 7D | +5.8% | -6.0% | +11.8% | +4.9% |
| 30D | -1.0% | 0.0% | -1.0% | -0.8% |
| 3M | -33.3% | +13.1% | -46.3% | -29.3% |
| 6M | +57.4% | +11.7% | +45.7% | +67.4% |
| YTD | +102.2% | -26.1% | +128.3% | +140.1% |
| 1Y | +99.6% | -21.3% | +120.8% | +133.2% |
| All | +99.6% | -24.5% | +124.1% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling