+2,926.4%
V vs STM
+755.1%
+2,171.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.5% |
| 7D | -1.7% | +5.8% | -7.5% | -3.2% |
| 30D | +2.0% | -1.0% | +3.0% | +1.9% |
| 3M | +17.4% | -33.3% | +50.6% | +27.3% |
| 6M | +17.5% | +57.4% | -39.9% | -2.5% |
| YTD | +7.6% | +102.2% | -94.6% | -17.8% |
| 1Y | +7.7% | +99.6% | -91.9% | -18.3% |
| 3Y | +54.7% | +14.5% | +40.1% | +30.6% |
| 5Y | +73.0% | +21.4% | +51.7% | +37.6% |
| 10Y | +390.9% | +695.0% | -304.1% | +93.6% |
| All | +2,926.4% | +755.1% | +2,171.3% | +879.7% |
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