+13.5%
STM vs U
+90.5%
-77.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | -5.6% | +32.3% | -37.9% | -11.2% |
| 30D | -14.4% | +9.7% | -24.2% | -16.5% |
| 3M | -20.5% | +19.6% | -40.1% | -24.0% |
| 6M | -24.5% | +82.6% | -107.1% | -34.3% |
| YTD | +72.7% | +16.4% | +56.3% | +61.2% |
| 1Y | +91.0% | +28.5% | +62.5% | +73.1% |
| 3Y | +13.5% | +103.8% | -90.3% | -14.8% |
| All | +13.5% | +90.5% | -77.0% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling