+99.6%
STM vs PR
+76.5%
+23.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.8% |
| 7D | +5.8% | +2.9% | +2.9% | +5.8% |
| 30D | -1.0% | +18.0% | -19.0% | -0.7% |
| 3M | -33.3% | +16.9% | -50.1% | -32.8% |
| 6M | +57.4% | +28.2% | +29.2% | +56.0% |
| YTD | +102.2% | +69.3% | +32.9% | +98.6% |
| 1Y | +99.6% | +69.5% | +30.1% | +95.0% |
| All | +99.6% | +76.5% | +23.1% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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