+21.0%
STM vs PR
+433.6%
-412.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +5.8% | +2.9% | +2.9% | +5.1% |
| 30D | -1.0% | +18.0% | -19.0% | -5.0% |
| 3M | -33.3% | +16.9% | -50.1% | -36.0% |
| 6M | +57.4% | +28.2% | +29.2% | +46.6% |
| YTD | +102.2% | +69.3% | +32.9% | +75.2% |
| 1Y | +99.6% | +69.5% | +30.1% | +72.1% |
| 3Y | +14.5% | +81.7% | -67.2% | -4.9% |
| All | +21.0% | +433.6% | -412.7% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling