-27.8%
STM vs IT
+27.7%
-55.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.5% | +2.9% |
| 7D | -10.7% | -16.9% | +6.2% | -16.7% |
| 30D | -25.7% | +2.3% | -28.1% | -24.0% |
| 3M | -21.6% | +2.9% | -24.4% | -18.6% |
| 6M | -27.8% | +25.9% | -53.7% | -11.2% |
| All | -27.8% | +27.7% | -55.5% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling