+57.4%
STM vs O
-5.4%
+62.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.4% |
| 7D | +5.8% | -0.7% | +6.5% | +5.3% |
| 30D | -1.0% | -1.9% | +0.9% | -2.0% |
| 3M | -33.3% | +3.8% | -37.1% | -35.0% |
| 6M | +57.4% | -4.7% | +62.1% | +65.0% |
| All | +57.4% | -5.4% | +62.7% | +65.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling