+96.5%
STM vs P
+19.7%
+76.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.0% | -1.1% | -4.7% |
| 7D | -6.0% | -19.4% | +13.3% | -0.7% |
| 30D | -20.9% | -22.3% | +1.4% | -15.8% |
| 3M | -15.8% | +33.2% | -48.9% | -22.2% |
| 6M | -17.0% | +53.6% | -70.7% | -26.3% |
| YTD | +76.8% | +66.8% | +10.0% | +55.5% |
| 1Y | +96.5% | +17.5% | +79.0% | +68.9% |
| All | +96.5% | +19.7% | +76.8% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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