+71.7%
TER vs STM
-5.1%
+76.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.8% |
| 7D | +14.4% | +12.0% | +2.3% | +5.6% |
| 30D | -30.6% | -0.4% | -30.2% | -29.7% |
| 3M | -39.2% | -13.2% | -26.0% | -31.4% |
| 6M | -31.3% | -26.1% | -5.2% | -13.5% |
| YTD | +29.1% | +81.2% | -52.1% | -15.3% |
| 1Y | +47.4% | +98.3% | -50.9% | -9.2% |
| 3Y | +191.2% | +16.7% | +174.5% | +146.9% |
| All | +71.7% | -5.1% | +76.7% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling