+97.4%
STM vs ROP
-23.1%
+120.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -1.7% |
| 7D | +5.2% | -5.4% | +10.6% | +2.8% |
| 30D | -7.4% | -1.6% | -5.7% | -7.7% |
| 3M | -30.6% | +18.8% | -49.5% | -26.0% |
| 6M | +66.4% | +8.2% | +58.2% | +81.0% |
| YTD | +101.1% | -10.5% | +111.6% | +145.2% |
| 1Y | +97.4% | -23.7% | +121.1% | +190.7% |
| All | +97.4% | -23.1% | +120.5% | +190.7% |
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