+1,727.7%
STM vs M
+401.5%
+1,326.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -5.9% | -6.5% | -10.5% |
| 7D | -20.1% | -2.1% | -17.9% | -19.6% |
| 30D | -32.0% | +7.7% | -39.7% | -33.8% |
| 3M | -24.2% | -4.4% | -19.8% | -23.5% |
| 6M | -29.9% | +27.5% | -57.4% | -35.7% |
| YTD | +54.9% | +12.8% | +42.1% | +47.2% |
| 1Y | +68.0% | +20.7% | +47.3% | +55.7% |
| 3Y | -0.1% | +111.3% | -111.4% | -27.5% |
| 5Y | -17.9% | -6.3% | -11.6% | -27.8% |
| 10Y | +392.2% | +1.5% | +390.8% | +215.8% |
| All | +1,727.7% | +401.5% | +1,326.2% | +403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling