+21.1%
STM vs ITW
+33.8%
-12.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.8% |
| 7D | +1.7% | -1.9% | +3.6% | +3.4% |
| 30D | -5.2% | -10.4% | +5.2% | +4.6% |
| 3M | -29.6% | +3.5% | -33.1% | -33.3% |
| 6M | +54.4% | -3.4% | +57.7% | +56.4% |
| YTD | +99.5% | +8.5% | +91.0% | +79.6% |
| 1Y | +100.8% | +3.2% | +97.5% | +88.8% |
| 3Y | +20.2% | +18.9% | +1.3% | -2.0% |
| 5Y | +21.1% | +35.0% | -13.9% | -18.1% |
| All | +21.1% | +33.8% | -12.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling