+392.6%
STM vs P
+713.7%
-321.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +3.1% |
| 7D | -10.7% | -23.8% | +13.1% | -1.4% |
| 30D | -25.7% | -36.6% | +10.9% | -12.3% |
| 3M | -21.6% | +10.9% | -32.4% | -26.1% |
| 6M | -27.8% | +30.0% | -57.8% | -36.8% |
| YTD | +61.8% | +44.4% | +17.4% | +34.6% |
| 1Y | +78.1% | +3.9% | +74.2% | +61.8% |
| 3Y | +4.9% | +176.6% | -171.7% | -42.7% |
| 5Y | -14.3% | +249.3% | -263.5% | -58.9% |
| All | +392.6% | +713.7% | -321.1% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling