+2,285.7%
STM vs ITW
+4,776.5%
-2,490.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.3% |
| 7D | +5.8% | -3.6% | +9.4% | +8.7% |
| 30D | -1.0% | -9.1% | +8.1% | +6.4% |
| 3M | -33.3% | +8.2% | -41.5% | -38.0% |
| 6M | +57.4% | -4.8% | +62.1% | +61.7% |
| YTD | +102.2% | +11.0% | +91.2% | +84.3% |
| 1Y | +99.6% | +4.2% | +95.4% | +90.2% |
| 3Y | +14.5% | +17.3% | -2.7% | +0.8% |
| 5Y | +21.4% | +33.0% | -11.6% | -2.4% |
| 10Y | +695.0% | +182.3% | +512.6% | +267.4% |
| All | +2,285.7% | +4,776.5% | -2,490.7% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling