+16.7%
STM vs M
+158.0%
-141.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | +12.0% | +7.0% | +5.0% | +9.5% |
| 30D | -0.4% | +8.9% | -9.3% | -3.4% |
| 3M | -13.2% | +4.5% | -17.7% | -15.0% |
| 6M | -26.1% | +36.2% | -62.3% | -33.4% |
| YTD | +81.2% | +15.1% | +66.1% | +70.6% |
| 1Y | +98.3% | +27.4% | +70.9% | +80.4% |
| 3Y | +16.7% | +160.1% | -143.4% | -14.4% |
| All | +16.7% | +158.0% | -141.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling