+89.4%
STM vs SMR
-83.0%
+172.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.1% | -0.3% | +4.8% |
| 7D | -5.6% | +1.7% | -7.3% | -6.1% |
| 30D | -14.4% | -24.4% | +10.0% | -8.5% |
| 3M | -20.5% | -44.6% | +24.1% | -9.7% |
| 6M | -24.5% | -56.7% | +32.1% | -10.6% |
| YTD | +72.7% | -61.6% | +134.3% | +102.8% |
| All | +89.4% | -83.0% | +172.4% | +145.1% |
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