+15.7%
STM vs PL
+454.1%
-438.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.1% |
| 7D | +5.8% | -9.3% | +15.1% | +7.2% |
| 30D | -1.0% | -18.9% | +17.9% | +2.1% |
| 3M | -33.3% | -58.4% | +25.1% | -25.2% |
| 6M | +57.4% | -30.3% | +87.7% | +63.7% |
| YTD | +102.2% | -8.1% | +110.3% | +101.5% |
| 1Y | +99.6% | +180.5% | -80.9% | +65.2% |
| All | +15.7% | +454.1% | -438.4% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling