+69.0%
F vs STM
+468.1%
-399.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.4% |
| 7D | -2.1% | +1.4% | -3.6% | -3.0% |
| 30D | +3.3% | -8.4% | +11.7% | +5.2% |
| 3M | -11.3% | -15.8% | +4.5% | -7.7% |
| 6M | +5.3% | -22.8% | +28.2% | +9.2% |
| YTD | -2.2% | +79.4% | -81.6% | -26.5% |
| 1Y | -3.5% | +97.0% | -100.5% | -30.0% |
| 3Y | +49.5% | +14.2% | +35.3% | +25.7% |
| 5Y | -13.5% | -4.5% | -9.1% | -24.6% |
| 10Y | +69.0% | +463.1% | -394.1% | +9.7% |
| All | +69.0% | +468.1% | -399.1% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling