+99.6%
STM vs PM
+16.6%
+83.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +1.3% |
| 7D | +5.8% | -4.9% | +10.7% | +4.3% |
| 30D | -1.0% | -3.4% | +2.4% | -1.9% |
| 3M | -33.3% | +5.2% | -38.4% | -32.5% |
| 6M | +57.4% | +3.7% | +53.6% | +55.6% |
| YTD | +102.2% | +15.8% | +86.4% | +114.0% |
| 1Y | +99.6% | +17.4% | +82.2% | +111.2% |
| All | +99.6% | +16.6% | +83.0% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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