+78.0%
V vs STM
+16.3%
+61.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +0.9% | +12.0% | -11.1% | +0.5% |
| 30D | +9.0% | -0.4% | +9.3% | +8.9% |
| 3M | +16.7% | -13.2% | +29.9% | +17.2% |
| 6M | +33.4% | -26.1% | +59.5% | +33.5% |
| YTD | +22.4% | +81.2% | -58.8% | +11.1% |
| 1Y | +27.7% | +98.3% | -70.6% | +14.7% |
| 3Y | +78.0% | +16.7% | +61.3% | +58.8% |
| All | +78.0% | +16.3% | +61.6% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling