+29.3%
V vs STM
+92.4%
-63.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.1% | +9.9% | +3.5% |
| 7D | +9.0% | -6.0% | +15.0% | +8.6% |
| 30D | +18.1% | -20.9% | +39.0% | +16.9% |
| 3M | +18.3% | -15.8% | +34.1% | +17.6% |
| 6M | +34.1% | -17.0% | +51.1% | +29.9% |
| YTD | +25.2% | +76.8% | -51.6% | +14.2% |
| 1Y | +29.3% | +96.5% | -67.2% | +16.0% |
| All | +29.3% | +92.4% | -63.1% | +16.0% |
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