+98.3%
STM vs RF
+18.9%
+79.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | +12.0% | +1.9% | +10.1% | +11.0% |
| 30D | -0.4% | +7.3% | -7.7% | -3.4% |
| 3M | -13.2% | -7.9% | -5.3% | -9.5% |
| 6M | -26.1% | +10.5% | -36.6% | -31.5% |
| YTD | +81.2% | +9.6% | +71.5% | +62.3% |
| 1Y | +98.3% | +20.3% | +78.0% | +59.9% |
| All | +98.3% | +18.9% | +79.4% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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