+21.0%
STM vs IT
-40.5%
+61.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +3.1% |
| 7D | +5.8% | -6.0% | +11.8% | +7.5% |
| 30D | -1.0% | 0.0% | -1.0% | -1.5% |
| 3M | -33.3% | +13.1% | -46.3% | -37.0% |
| 6M | +57.4% | +11.7% | +45.7% | +45.6% |
| YTD | +102.2% | -26.1% | +128.3% | +127.1% |
| 1Y | +99.6% | -21.3% | +120.8% | +114.3% |
| 3Y | +14.5% | -46.7% | +61.3% | +45.2% |
| All | +21.0% | -40.5% | +61.5% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling