+16.7%
STM vs IT
-53.3%
+70.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +12.0% | +1.1% | +10.9% | +12.0% |
| 30D | -0.4% | -1.8% | +1.5% | -0.7% |
| 3M | -13.2% | +4.8% | -18.0% | -13.9% |
| 6M | -26.1% | +33.0% | -59.1% | -29.6% |
| YTD | +81.2% | -23.8% | +105.0% | +105.0% |
| 1Y | +98.3% | -16.5% | +114.8% | +115.8% |
| 3Y | +16.7% | -53.6% | +70.4% | +69.7% |
| All | +16.7% | -53.3% | +70.0% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling