-6.4%
T vs STM
+92.4%
-98.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.1% | +8.1% | +1.4% |
| 7D | +5.5% | -6.0% | +11.5% | +4.9% |
| 30D | -8.9% | -20.9% | +12.0% | -10.7% |
| 3M | -5.6% | -15.8% | +10.2% | -6.7% |
| 6M | -14.3% | -17.0% | +2.8% | -14.8% |
| YTD | -7.9% | +76.8% | -84.7% | -1.1% |
| 1Y | -6.4% | +96.5% | -102.9% | +1.1% |
| All | -6.4% | +92.4% | -98.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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