+3,310.4%
V vs STM
+584.1%
+2,726.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.2% |
| 7D | +2.2% | -10.7% | +12.9% | +4.9% |
| 30D | +13.6% | -25.7% | +39.3% | +21.9% |
| 3M | +14.3% | -21.6% | +35.9% | +20.0% |
| 6M | +33.1% | -27.8% | +60.9% | +37.3% |
| YTD | +21.2% | +61.8% | -40.5% | -2.9% |
| 1Y | +26.4% | +78.1% | -51.7% | -1.8% |
| 3Y | +77.6% | +4.9% | +72.7% | +50.8% |
| 5Y | +102.6% | -14.3% | +116.9% | +76.5% |
| 10Y | +464.4% | +414.1% | +50.3% | +150.7% |
| All | +3,310.4% | +584.1% | +2,726.3% | +1,057.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling