+76.1%
V vs STM
+12.6%
+63.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.6% | -7.9% | +8.5% | +0.9% |
| 30D | +9.7% | -14.1% | +23.9% | +10.3% |
| 3M | +17.3% | -17.6% | +34.9% | +18.0% |
| 6M | +33.2% | -24.2% | +57.4% | +32.6% |
| YTD | +21.3% | +73.3% | -52.0% | +10.3% |
| 1Y | +27.3% | +90.1% | -62.8% | +14.5% |
| 3Y | +76.1% | +10.3% | +65.7% | +57.0% |
| All | +76.1% | +12.6% | +63.4% | +57.0% |
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 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