+90.1%
STM vs IT
-18.2%
+108.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.1% |
| 7D | -7.9% | -7.5% | -0.4% | -9.6% |
| 30D | -14.1% | -1.2% | -13.0% | -14.0% |
| 3M | -17.6% | -2.2% | -15.4% | -16.9% |
| 6M | -24.2% | +19.1% | -43.3% | -17.2% |
| YTD | +73.3% | -25.1% | +98.4% | +106.3% |
| 1Y | +90.1% | -17.4% | +107.5% | +113.9% |
| All | +90.1% | -18.2% | +108.3% | +113.9% |
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