+748.3%
STM vs P
+485.4%
+262.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +5.8% | +6.5% | -0.7% | +3.4% |
| 30D | -1.0% | +18.8% | -19.8% | -7.8% |
| 3M | -33.3% | +26.7% | -60.0% | -39.1% |
| 6M | +57.4% | +62.2% | -4.8% | +30.0% |
| YTD | +102.2% | +48.5% | +53.7% | +70.5% |
| 1Y | +99.6% | +26.4% | +73.2% | +71.2% |
| 3Y | +14.5% | +159.4% | -144.9% | -31.1% |
| 5Y | +21.4% | +275.8% | -254.4% | -37.8% |
| 10Y | +695.0% | +732.0% | -37.1% | +218.7% |
| All | +748.3% | +485.4% | +262.9% | +238.1% |
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 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