+569.2%
STM vs PM
+824.3%
-255.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.3% |
| 7D | -10.7% | -5.2% | -5.5% | -8.2% |
| 30D | -25.7% | +2.7% | -28.4% | -27.0% |
| 3M | -21.6% | +5.2% | -26.8% | -24.3% |
| 6M | -27.8% | +17.0% | -44.8% | -35.6% |
| YTD | +61.8% | +25.5% | +36.3% | +37.5% |
| 1Y | +78.1% | +35.5% | +42.6% | +44.4% |
| 3Y | +4.9% | +143.9% | -139.0% | -44.0% |
| 5Y | -14.3% | +161.8% | -176.1% | -57.0% |
| 10Y | +414.1% | +235.9% | +178.1% | +103.5% |
| All | +569.2% | +824.3% | -255.1% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling