+38.7%
STM vs PL
+84.9%
-46.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.1% |
| 7D | +5.8% | -9.3% | +15.1% | +7.4% |
| 30D | -1.0% | -18.9% | +17.9% | +2.4% |
| 3M | -33.3% | -58.4% | +25.1% | -24.0% |
| 6M | +57.4% | -30.3% | +87.7% | +63.4% |
| YTD | +102.2% | -8.1% | +110.3% | +99.5% |
| 1Y | +99.6% | +180.5% | -80.9% | +58.9% |
| 3Y | +14.5% | +444.1% | -429.6% | -27.0% |
| 5Y | +21.4% | +83.0% | -61.7% | -18.1% |
| All | +38.7% | +84.9% | -46.2% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling