+98.8%
STM vs ITW
+4.0%
+94.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.8% |
| 7D | -1.1% | -2.4% | +1.3% | 0.0% |
| 30D | -7.8% | -9.5% | +1.7% | -3.7% |
| 3M | -28.2% | +6.6% | -34.8% | -33.3% |
| 6M | +52.0% | -1.8% | +53.7% | +47.9% |
| YTD | +96.4% | +9.0% | +87.4% | +83.7% |
| 1Y | +98.8% | +3.6% | +95.3% | +92.6% |
| All | +98.8% | +4.0% | +94.8% | +92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling