+1,808.6%
STM vs SM
+1,105.7%
+702.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.5% | +4.3% |
| 7D | -10.7% | -25.9% | +15.2% | -5.9% |
| 30D | -25.7% | -15.1% | -10.6% | -23.8% |
| 3M | -21.6% | +4.9% | -26.4% | -23.0% |
| 6M | -27.8% | +6.1% | -33.9% | -30.1% |
| YTD | +61.8% | +63.4% | -1.7% | +42.7% |
| 1Y | +78.1% | +72.5% | +5.6% | +55.2% |
| 3Y | +4.9% | -16.9% | +21.8% | +2.1% |
| 5Y | -14.3% | -10.6% | -3.6% | -21.4% |
| 10Y | +414.1% | +11.3% | +402.8% | +197.1% |
| All | +1,808.6% | +1,105.7% | +702.9% | +457.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling