-22.8%
STM vs ITW
+14.6%
-37.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +1.4% | -1.6% | +3.1% | +1.5% |
| 30D | -8.4% | +8.9% | -17.3% | -7.7% |
| 3M | -15.8% | -0.9% | -14.9% | -16.3% |
| 6M | -22.8% | +16.0% | -38.8% | -32.4% |
| All | -22.8% | +14.6% | -37.4% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling