+97.4%
STM vs SMR
-68.0%
+165.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +15.3% | -15.8% | -3.6% |
| 7D | +5.2% | +21.4% | -16.2% | +0.9% |
| 30D | -7.4% | +13.8% | -21.2% | -10.2% |
| 3M | -30.6% | +3.9% | -34.5% | -32.2% |
| 6M | +66.4% | -4.2% | +70.6% | +63.2% |
| YTD | +101.1% | -21.1% | +122.2% | +100.4% |
| 1Y | +97.4% | -67.1% | +164.4% | +108.1% |
| All | +97.4% | -68.0% | +165.4% | +108.1% |
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