+78.1%
STM vs PL
-3.5%
+81.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.4% | -5.9% | +2.3% |
| 7D | -10.7% | -6.8% | -3.9% | -9.4% |
| 30D | -25.7% | -29.3% | +3.6% | -20.8% |
| 3M | -21.6% | -44.8% | +23.2% | -13.2% |
| 6M | -27.8% | -68.4% | +40.6% | -15.2% |
| YTD | +61.8% | -36.4% | +98.1% | +87.8% |
| 1Y | +78.1% | +0.7% | +77.4% | +103.2% |
| All | +78.1% | -3.5% | +81.6% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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