+15.7%
STM vs PM
+117.4%
-101.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +1.8% |
| 7D | +5.8% | -4.9% | +10.7% | +5.5% |
| 30D | -1.0% | -3.4% | +2.4% | -1.2% |
| 3M | -33.3% | +5.2% | -38.4% | -33.4% |
| 6M | +57.4% | +3.7% | +53.6% | +56.2% |
| YTD | +102.2% | +15.8% | +86.4% | +100.4% |
| 1Y | +99.6% | +17.4% | +82.2% | +97.7% |
| All | +15.7% | +117.4% | -101.7% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling