+96.5%
STM vs IT
-17.9%
+114.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.5% | -5.7% |
| 7D | -6.0% | -5.5% | -0.6% | -7.0% |
| 30D | -20.9% | +10.3% | -31.3% | -18.7% |
| 3M | -15.8% | +11.5% | -27.3% | -12.5% |
| 6M | -17.0% | +40.3% | -57.3% | -8.2% |
| YTD | +76.8% | -17.9% | +94.7% | +116.2% |
| 1Y | +96.5% | -8.8% | +105.3% | +128.1% |
| All | +96.5% | -17.9% | +114.4% | +128.1% |
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