+99.6%
STM vs SMR
-76.3%
+175.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +5.8% | +4.4% | +1.4% | +4.9% |
| 30D | -1.0% | +3.4% | -4.4% | -1.9% |
| 3M | -33.3% | -19.2% | -14.1% | -31.5% |
| 6M | +57.4% | -22.6% | +80.0% | +60.3% |
| YTD | +102.2% | -31.5% | +133.7% | +107.9% |
| 1Y | +99.6% | -73.1% | +172.7% | +116.7% |
| All | +99.6% | -76.3% | +175.9% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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