+78.1%
STM vs M
+15.5%
+62.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.6% | +9.0% | +6.1% |
| 7D | -10.7% | -4.3% | -6.5% | -9.3% |
| 30D | -25.7% | +1.3% | -27.0% | -26.3% |
| 3M | -21.6% | -7.4% | -14.2% | -19.2% |
| 6M | -27.8% | +18.3% | -46.1% | -32.3% |
| YTD | +61.8% | +7.6% | +54.2% | +51.3% |
| 1Y | +78.1% | +17.4% | +60.7% | +61.5% |
| All | +78.1% | +15.5% | +62.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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