-4.6%
STM vs S
-71.1%
+66.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +12.0% | +2.0% | +10.0% | +11.4% |
| 30D | -0.4% | -2.7% | +2.4% | +0.3% |
| 3M | -13.2% | -6.9% | -6.3% | -12.5% |
| 6M | -26.1% | +38.1% | -64.1% | -33.4% |
| YTD | +81.2% | +48.0% | +33.2% | +58.5% |
| 1Y | +98.3% | +34.5% | +63.8% | +77.3% |
| 3Y | +16.7% | +38.3% | -21.6% | -1.3% |
| All | -4.6% | -71.1% | +66.6% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling