+97.0%
STM vs SM
+72.9%
+24.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +4.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -8.4% | -17.3% | +9.0% | -10.3% |
| 3M | -15.8% | -3.6% | -12.2% | -15.6% |
| 6M | -22.8% | +2.9% | -25.7% | -21.0% |
| YTD | +79.4% | +70.2% | +9.2% | +73.2% |
| 1Y | +97.0% | +66.5% | +30.5% | +91.7% |
| All | +97.0% | +72.9% | +24.0% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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