+549.8%
STM vs P
+449.6%
+100.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -16.4% | +4.0% | -6.7% |
| 7D | -20.1% | -31.9% | +11.8% | -8.8% |
| 30D | -32.0% | -36.5% | +4.6% | -20.7% |
| 3M | -24.2% | +11.6% | -35.7% | -28.4% |
| 6M | -29.9% | +25.2% | -55.1% | -37.1% |
| YTD | +54.9% | +39.4% | +15.5% | +32.5% |
| 1Y | +68.0% | -3.7% | +71.7% | +58.2% |
| 3Y | -0.1% | +167.3% | -167.4% | -41.1% |
| 5Y | -17.9% | +237.3% | -255.2% | -56.6% |
| 10Y | +392.2% | +698.6% | -306.4% | +100.0% |
| All | +549.8% | +449.6% | +100.2% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling