+0.4%
STM vs PR
+61.1%
-60.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.9% | -7.5% | -10.8% |
| 7D | -20.1% | -16.5% | -3.5% | -15.5% |
| 30D | -32.0% | -4.5% | -27.4% | -31.1% |
| 3M | -24.2% | +8.5% | -32.7% | -27.0% |
| 6M | -29.9% | -3.3% | -26.6% | -30.1% |
| YTD | +54.9% | +55.7% | -0.8% | +25.5% |
| 1Y | +68.0% | +82.0% | -14.1% | +26.4% |
| All | +0.4% | +61.1% | -60.7% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling