+0.4%
STM vs PL
+403.1%
-402.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -10.1% | -2.3% | -10.8% |
| 7D | -20.1% | -20.5% | +0.5% | -17.0% |
| 30D | -32.0% | -38.8% | +6.8% | -26.5% |
| 3M | -24.2% | -49.1% | +25.0% | -16.0% |
| 6M | -29.9% | -69.4% | +39.4% | -17.3% |
| YTD | +54.9% | -42.3% | +97.2% | +66.2% |
| 1Y | +68.0% | -14.2% | +82.2% | +69.4% |
| All | +0.4% | +403.1% | -402.6% | -32.0% |
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