+98.3%
STM vs XYZ
+29.4%
+68.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | 0.0% |
| 7D | +12.0% | -1.1% | +13.1% | +12.2% |
| 30D | -0.4% | +11.5% | -11.9% | -2.4% |
| 3M | -13.2% | +1.8% | -15.0% | -13.3% |
| 6M | -26.1% | +21.2% | -47.3% | -29.6% |
| YTD | +81.2% | +29.9% | +51.2% | +71.7% |
| 1Y | +98.3% | +35.8% | +62.5% | +87.6% |
| All | +98.3% | +29.4% | +68.9% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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