-27.8%
STM vs SMR
-58.0%
+30.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +16.2% | -11.8% | -2.3% |
| 7D | -10.7% | -9.6% | -1.1% | -7.2% |
| 30D | -25.7% | -33.8% | +8.0% | -13.2% |
| 3M | -21.6% | -46.4% | +24.8% | -4.1% |
| 6M | -27.8% | -62.4% | +34.6% | +3.8% |
| All | -27.8% | -58.0% | +30.2% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling