+98.3%
STM vs ITW
+20.3%
+78.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +12.0% | +2.3% | +9.7% | +10.9% |
| 30D | -0.4% | +6.7% | -7.1% | -3.0% |
| 3M | -13.2% | -0.5% | -12.6% | -12.7% |
| 6M | -26.1% | +16.4% | -42.5% | -34.6% |
| YTD | +81.2% | +19.0% | +62.2% | +59.8% |
| 1Y | +98.3% | +20.2% | +78.1% | +73.0% |
| All | +98.3% | +20.3% | +78.0% | +73.0% |
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