+61.5%
STM vs OPEN
-87.0%
+148.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -21.8% | +26.2% | +7.1% |
| 7D | -10.7% | -22.2% | +11.5% | -8.5% |
| 30D | -25.7% | -38.3% | +12.6% | -21.9% |
| 3M | -21.6% | -59.4% | +37.8% | -13.4% |
| 6M | -27.8% | -74.4% | +46.6% | -15.9% |
| YTD | +61.8% | -76.0% | +137.7% | +88.3% |
| 1Y | +78.1% | -78.7% | +156.8% | +108.3% |
| 3Y | +4.9% | -30.0% | +34.9% | -14.8% |
| 5Y | -14.3% | -93.7% | +79.5% | -16.6% |
| All | +61.5% | -87.0% | +148.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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