+96.5%
STM vs ROP
+10.4%
+86.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.9% | -10.0% | -3.5% |
| 7D | -6.0% | +11.7% | -17.7% | +1.3% |
| 30D | -20.9% | +35.5% | -56.4% | -3.2% |
| 3M | -15.8% | +25.6% | -41.4% | -0.8% |
| 6M | -17.0% | +39.3% | -56.3% | +8.3% |
| YTD | +76.8% | +11.6% | +65.2% | +138.0% |
| 1Y | +96.5% | +10.6% | +85.9% | +166.7% |
| All | +96.5% | +10.4% | +86.1% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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