-15.7%
STM vs IT
-43.2%
+27.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.5% | +5.3% |
| 7D | -10.7% | -16.9% | +6.2% | -7.5% |
| 30D | -25.7% | +2.3% | -28.1% | -27.0% |
| 3M | -21.6% | +2.9% | -24.4% | -23.9% |
| 6M | -27.8% | +25.9% | -53.7% | -36.8% |
| YTD | +61.8% | -24.6% | +86.4% | +77.8% |
| 1Y | +78.1% | -16.0% | +94.1% | +83.9% |
| 3Y | +4.9% | -51.6% | +56.5% | +42.6% |
| All | -15.7% | -43.2% | +27.4% | -7.9% |
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 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