+4.9%
STM vs ROL
+3.8%
+1.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.6% |
| 7D | -10.7% | +9.5% | -20.2% | -11.5% |
| 30D | -25.7% | +22.9% | -48.7% | -27.4% |
| 3M | -21.6% | +3.5% | -25.1% | -21.4% |
| 6M | -27.8% | -29.4% | +1.6% | -22.7% |
| YTD | +61.8% | -36.1% | +97.8% | +76.0% |
| 1Y | +78.1% | -34.4% | +112.5% | +92.7% |
| 3Y | +4.9% | +4.0% | +0.9% | -3.1% |
| All | +4.9% | +3.8% | +1.1% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling