+97.0%
STM vs S
+38.7%
+58.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | -8.4% | -7.3% | -1.0% | -7.7% |
| 3M | -15.8% | +5.9% | -21.7% | -16.1% |
| 6M | -22.8% | +45.6% | -68.5% | -26.8% |
| YTD | +79.4% | +58.5% | +20.8% | +66.6% |
| 1Y | +97.0% | +37.6% | +59.4% | +87.3% |
| All | +97.0% | +38.7% | +58.3% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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