+98.3%
STM vs SO
+5.1%
+93.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +1.2% |
| 7D | +12.0% | +1.4% | +10.7% | +12.7% |
| 30D | -0.4% | +4.7% | -5.1% | +2.2% |
| 3M | -13.2% | +1.7% | -14.9% | -12.1% |
| 6M | -26.1% | +2.2% | -28.2% | -26.0% |
| YTD | +81.2% | +10.0% | +71.2% | +88.2% |
| 1Y | +98.3% | +6.0% | +92.3% | +104.3% |
| All | +98.3% | +5.1% | +93.2% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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