-17.9%
STM vs RF
+42.4%
-60.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.1% | -10.3% | -11.2% |
| 7D | -20.1% | -1.6% | -18.5% | -19.3% |
| 30D | -32.0% | +5.0% | -37.0% | -33.8% |
| 3M | -24.2% | -10.0% | -14.2% | -19.7% |
| 6M | -29.9% | +3.3% | -33.3% | -32.0% |
| YTD | +54.9% | +7.9% | +47.0% | +46.3% |
| 1Y | +68.0% | +21.2% | +46.7% | +48.2% |
| 3Y | -0.1% | +105.8% | -105.9% | -36.0% |
| 5Y | -17.9% | +43.7% | -61.6% | -37.5% |
| All | -17.9% | +42.4% | -60.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling