+72.2%
V vs STM
+20.8%
+51.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.2% |
| 7D | -1.7% | +5.8% | -7.5% | -2.4% |
| 30D | +2.0% | -1.0% | +3.0% | +1.9% |
| 3M | +17.4% | -33.3% | +50.6% | +22.7% |
| 6M | +17.5% | +57.4% | -39.9% | +4.0% |
| YTD | +7.6% | +102.2% | -94.6% | -9.7% |
| 1Y | +7.7% | +99.6% | -91.9% | -10.1% |
| 3Y | +54.7% | +14.5% | +40.1% | +41.2% |
| All | +72.2% | +20.8% | +51.4% | +45.0% |
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 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