+371.7%
STM vs PR
+62.9%
+308.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.9% | -7.5% | -11.9% |
| 7D | -20.1% | -16.5% | -3.5% | -18.6% |
| 30D | -32.0% | -4.5% | -27.4% | -31.7% |
| 3M | -24.2% | +8.5% | -32.7% | -25.0% |
| 6M | -29.9% | -3.3% | -26.6% | -30.0% |
| YTD | +54.9% | +55.7% | -0.8% | +46.9% |
| 1Y | +68.0% | +82.0% | -14.1% | +56.6% |
| 3Y | -0.1% | +62.5% | -62.6% | -6.3% |
| 5Y | -17.9% | +223.9% | -241.8% | -28.7% |
| All | +371.7% | +62.9% | +308.8% | +347.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling