-4.6%
STM vs ROP
+1.9%
-6.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | +12.0% | +0.7% | +11.3% | +11.8% |
| 30D | -0.4% | +28.8% | -29.2% | -8.5% |
| 3M | -13.2% | +21.1% | -34.2% | -18.9% |
| 6M | -26.1% | +52.5% | -78.6% | -40.3% |
| YTD | +81.2% | +8.9% | +72.3% | +81.5% |
| 1Y | +98.3% | +8.2% | +90.1% | +99.5% |
| 3Y | +16.7% | -5.2% | +21.9% | +29.3% |
| All | -4.6% | +1.9% | -6.5% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling