-15.7%
STM vs ROL
+13.1%
-28.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.8% |
| 7D | -10.7% | +9.5% | -20.2% | -12.3% |
| 30D | -25.7% | +22.9% | -48.7% | -28.9% |
| 3M | -21.6% | +3.5% | -25.1% | -22.1% |
| 6M | -27.8% | -29.4% | +1.6% | -21.7% |
| YTD | +61.8% | -36.1% | +97.8% | +79.4% |
| 1Y | +78.1% | -34.4% | +112.5% | +96.0% |
| 3Y | +4.9% | +4.0% | +0.9% | -1.1% |
| All | -15.7% | +13.1% | -28.8% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling