+98.3%
STM vs SMR
-81.8%
+180.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.5% |
| 7D | +12.0% | -8.3% | +20.3% | +14.6% |
| 30D | -0.4% | -20.1% | +19.7% | +5.5% |
| 3M | -13.2% | -52.7% | +39.5% | +3.1% |
| 6M | -26.1% | -61.0% | +35.0% | -9.3% |
| YTD | +81.2% | -67.1% | +148.3% | +122.0% |
| 1Y | +98.3% | -79.9% | +178.2% | +158.9% |
| All | +98.3% | -81.8% | +180.1% | +158.9% |
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