+99.6%
STM vs O
+11.2%
+88.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.6% |
| 7D | +5.8% | -0.7% | +6.5% | +5.6% |
| 30D | -1.0% | -1.9% | +0.9% | -1.5% |
| 3M | -33.3% | +3.8% | -37.1% | -34.2% |
| 6M | +57.4% | -4.7% | +62.1% | +59.0% |
| YTD | +102.2% | +12.5% | +89.7% | +92.2% |
| 1Y | +99.6% | +10.8% | +88.8% | +95.6% |
| All | +99.6% | +11.2% | +88.4% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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