+10.3%
STM vs RF
+116.7%
-106.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -7.9% | +0.3% | -8.3% | -8.0% |
| 30D | -14.1% | +6.2% | -20.3% | -17.0% |
| 3M | -17.6% | -7.8% | -9.8% | -13.7% |
| 6M | -24.2% | +5.9% | -30.2% | -27.7% |
| YTD | +73.3% | +9.0% | +64.3% | +61.7% |
| 1Y | +90.1% | +19.3% | +70.8% | +67.7% |
| 3Y | +10.3% | +116.4% | -106.1% | -31.2% |
| All | +10.3% | +116.7% | -106.4% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling