-5.7%
STM vs M
+0.1%
-5.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -7.9% | +5.0% | -12.9% | -9.5% |
| 30D | -14.1% | +10.6% | -24.8% | -17.2% |
| 3M | -17.6% | +1.6% | -19.2% | -18.5% |
| 6M | -24.2% | +30.8% | -55.1% | -30.9% |
| YTD | +73.3% | +16.9% | +56.4% | +62.8% |
| 1Y | +90.1% | +26.3% | +63.8% | +73.8% |
| 3Y | +10.3% | +158.6% | -148.3% | -25.0% |
| 5Y | -5.7% | +2.1% | -7.8% | -20.8% |
| All | -5.7% | +0.1% | -5.8% | -20.8% |
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