-27.8%
STM vs U
+89.8%
-117.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.1% | +3.9% |
| 7D | -10.7% | +36.6% | -47.3% | -14.6% |
| 30D | -25.7% | +13.3% | -39.1% | -26.1% |
| 3M | -21.6% | +26.2% | -47.7% | -23.9% |
| 6M | -27.8% | +88.7% | -116.5% | -33.4% |
| All | -27.8% | +89.8% | -117.6% | -33.4% |
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