+21.0%
STM vs M
+27.3%
-6.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.1% |
| 7D | +5.8% | +4.7% | +1.1% | +4.3% |
| 30D | -1.0% | -9.6% | +8.6% | +2.1% |
| 3M | -33.3% | +0.9% | -34.1% | -33.4% |
| 6M | +57.4% | +22.3% | +35.1% | +48.0% |
| YTD | +102.2% | +6.5% | +95.7% | +97.0% |
| 1Y | +99.6% | +38.8% | +60.8% | +79.0% |
| 3Y | +14.5% | +115.9% | -101.4% | -15.8% |
| All | +21.0% | +27.3% | -6.3% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling