-17.9%
STM vs PL
+11.6%
-29.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -10.1% | -2.3% | -10.7% |
| 7D | -20.1% | -20.5% | +0.5% | -16.8% |
| 30D | -32.0% | -38.8% | +6.8% | -26.0% |
| 3M | -24.2% | -49.1% | +25.0% | -15.2% |
| 6M | -29.9% | -69.4% | +39.4% | -15.8% |
| YTD | +54.9% | -42.3% | +97.2% | +65.3% |
| 1Y | +68.0% | -14.2% | +82.2% | +66.4% |
| 3Y | -0.1% | +398.7% | -398.8% | -35.7% |
| 5Y | -17.9% | +11.1% | -29.0% | -38.3% |
| All | -17.9% | +11.6% | -29.5% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling