+1,808.6%
STM vs SO
+3,150.8%
-1,342.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.8% |
| 7D | -10.7% | -1.5% | -9.3% | -10.4% |
| 30D | -25.7% | +8.1% | -33.8% | -27.7% |
| 3M | -21.6% | +0.2% | -21.8% | -21.8% |
| 6M | -27.8% | +0.4% | -28.2% | -28.5% |
| YTD | +61.8% | +8.5% | +53.3% | +55.8% |
| 1Y | +78.1% | +4.9% | +73.2% | +73.2% |
| 3Y | +4.9% | +47.9% | -43.0% | -10.5% |
| 5Y | -14.3% | +75.7% | -89.9% | -31.5% |
| 10Y | +414.1% | +178.0% | +236.1% | +248.0% |
| All | +1,808.6% | +3,150.8% | -1,342.2% | +1,081.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling