+20.5%
STM vs ITW
+20.5%
+0.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +5.2% | -0.4% | +5.6% | +5.6% |
| 30D | -7.4% | -9.4% | +2.1% | +0.8% |
| 3M | -30.6% | +7.1% | -37.7% | -36.6% |
| 6M | +66.4% | -1.9% | +68.2% | +65.6% |
| YTD | +101.1% | +10.4% | +90.7% | +77.1% |
| 1Y | +97.4% | +3.3% | +94.1% | +85.5% |
| All | +20.5% | +20.5% | +0.1% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling