+655.9%
STM vs ITW
+194.8%
+461.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.6% |
| 7D | -1.4% | -0.7% | -0.7% | -0.8% |
| 30D | -4.9% | -8.3% | +3.4% | +2.3% |
| 3M | -34.0% | +6.0% | -40.0% | -38.4% |
| 6M | +51.8% | 0.0% | +51.8% | +49.7% |
| YTD | +99.4% | +10.2% | +89.1% | +79.5% |
| 1Y | +99.1% | +3.2% | +95.9% | +89.2% |
| 3Y | +19.5% | +21.0% | -1.5% | -0.7% |
| 5Y | +19.5% | +37.9% | -18.4% | -11.7% |
| All | +655.9% | +194.8% | +461.0% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling