+461.8%
STM vs P
+666.7%
-204.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -2.9% | -0.8% |
| 7D | +16.3% | +17.8% | -1.5% | +9.4% |
| 30D | -6.3% | -29.9% | +23.6% | +6.7% |
| 3M | -14.1% | -1.2% | -12.9% | -15.1% |
| 6M | -19.6% | +32.1% | -51.7% | -29.9% |
| YTD | +80.1% | +64.3% | +15.8% | +42.6% |
| 1Y | +95.4% | +24.3% | +71.1% | +65.9% |
| 3Y | +14.7% | +203.2% | -188.5% | -39.6% |
| 5Y | -5.4% | +290.4% | -295.8% | -56.8% |
| All | +461.8% | +666.7% | -204.9% | +108.1% |
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