+4.9%
STM vs SO
+45.4%
-40.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.2% |
| 7D | -10.7% | -1.5% | -9.3% | -11.0% |
| 30D | -25.7% | +8.1% | -33.8% | -24.5% |
| 3M | -21.6% | +0.2% | -21.8% | -21.3% |
| 6M | -27.8% | +0.4% | -28.2% | -27.8% |
| YTD | +61.8% | +8.5% | +53.3% | +63.2% |
| 1Y | +78.1% | +4.9% | +73.2% | +79.2% |
| 3Y | +4.9% | +47.9% | -43.0% | +1.2% |
| All | +4.9% | +45.4% | -40.5% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling