+99.6%
STM vs ROL
-35.4%
+135.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +5.8% | -1.4% | +7.2% | +5.9% |
| 30D | -1.0% | -4.1% | +3.1% | -0.8% |
| 3M | -33.3% | -22.5% | -10.8% | -32.7% |
| 6M | +57.4% | -37.7% | +95.0% | +60.3% |
| YTD | +102.2% | -39.6% | +141.8% | +109.4% |
| 1Y | +99.6% | -36.0% | +135.6% | +109.5% |
| All | +99.6% | -35.4% | +135.0% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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