+49.7%
STM vs S
-56.8%
+106.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.8% | -7.7% | +13.5% | +7.8% |
| 30D | -1.0% | -5.3% | +4.3% | -0.1% |
| 3M | -33.3% | +20.3% | -53.5% | -36.7% |
| 6M | +57.4% | +47.4% | +10.0% | +40.0% |
| YTD | +102.2% | +32.5% | +69.7% | +84.3% |
| 1Y | +99.6% | +9.5% | +90.1% | +90.0% |
| 3Y | +14.5% | +15.5% | -1.0% | +2.9% |
| 5Y | +21.4% | -71.2% | +92.6% | +28.9% |
| All | +49.7% | -56.8% | +106.5% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling