-27.8%
STM vs PM
+17.8%
-45.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +3.2% |
| 7D | -10.7% | -5.2% | -5.5% | -13.8% |
| 30D | -25.7% | +2.7% | -28.4% | -22.8% |
| 3M | -21.6% | +5.2% | -26.8% | -16.3% |
| 6M | -27.8% | +17.0% | -44.8% | -15.9% |
| All | -27.8% | +17.8% | -45.6% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling