+97.0%
STM vs P
+17.1%
+79.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +2.2% |
| 7D | +1.4% | -4.7% | +6.2% | +3.0% |
| 30D | -8.4% | -31.4% | +23.1% | +0.9% |
| 3M | -15.8% | -2.6% | -13.2% | -15.3% |
| 6M | -22.8% | +21.9% | -44.8% | -28.5% |
| YTD | +79.4% | +58.9% | +20.4% | +60.4% |
| 1Y | +97.0% | +21.7% | +75.2% | +72.7% |
| All | +97.0% | +17.1% | +79.8% | +72.7% |
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