+26.4%
V vs STM
+75.4%
-49.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | +0.2% |
| 7D | +2.2% | -10.7% | +12.9% | +1.7% |
| 30D | +13.6% | -25.7% | +39.3% | +12.1% |
| 3M | +14.3% | -21.6% | +35.9% | +13.2% |
| 6M | +33.1% | -27.8% | +60.9% | +29.0% |
| YTD | +21.2% | +61.8% | -40.5% | +10.4% |
| 1Y | +26.4% | +78.1% | -51.7% | +13.3% |
| All | +26.4% | +75.4% | -49.0% | +13.3% |
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