+89.4%
STM vs U
+24.0%
+65.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | -5.6% | +32.3% | -37.9% | -8.2% |
| 30D | -14.4% | +9.7% | -24.2% | -15.0% |
| 3M | -20.5% | +19.6% | -40.1% | -21.8% |
| 6M | -24.5% | +82.6% | -107.1% | -29.3% |
| YTD | +72.7% | +16.4% | +56.3% | +66.3% |
| All | +89.4% | +24.0% | +65.4% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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