-29.9%
STM vs U
+74.3%
-104.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +14.9% | -27.3% | -13.5% |
| 7D | -20.1% | +24.3% | -44.4% | -22.5% |
| 30D | -32.0% | +8.6% | -40.5% | -32.2% |
| 3M | -24.2% | +37.6% | -61.7% | -28.3% |
| 6M | -29.9% | +78.5% | -108.4% | -35.2% |
| All | -29.9% | +74.3% | -104.3% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling