+1,808.6%
STM vs IT
+2,221.9%
-413.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.5% | +5.7% |
| 7D | -10.7% | -16.9% | +6.2% | -5.7% |
| 30D | -25.7% | +2.3% | -28.1% | -27.3% |
| 3M | -21.6% | +2.9% | -24.4% | -24.5% |
| 6M | -27.8% | +25.9% | -53.7% | -38.1% |
| YTD | +61.8% | -24.6% | +86.4% | +62.3% |
| 1Y | +78.1% | -16.0% | +94.1% | +71.8% |
| 3Y | +4.9% | -51.6% | +56.5% | +20.4% |
| 5Y | -14.3% | -42.6% | +28.4% | -7.2% |
| 10Y | +414.1% | +103.6% | +310.5% | +256.8% |
| All | +1,808.6% | +2,221.9% | -413.3% | +433.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling