+0.4%
STM vs RF
+105.6%
-105.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.1% | -10.3% | -11.2% |
| 7D | -20.1% | -1.6% | -18.5% | -19.2% |
| 30D | -32.0% | +5.0% | -37.0% | -33.9% |
| 3M | -24.2% | -10.0% | -14.2% | -19.5% |
| 6M | -29.9% | +3.3% | -33.3% | -32.2% |
| YTD | +54.9% | +7.9% | +47.0% | +45.3% |
| 1Y | +68.0% | +21.2% | +46.7% | +46.5% |
| All | +0.4% | +105.6% | -105.1% | -36.6% |
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