+99.6%
STM vs FDS
-17.4%
+117.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +0.8% |
| 7D | +5.8% | -1.9% | +7.7% | +5.2% |
| 30D | -1.0% | +9.0% | -10.0% | +1.9% |
| 3M | -33.3% | +18.9% | -52.1% | -28.0% |
| 6M | +57.4% | +35.1% | +22.2% | +71.8% |
| YTD | +102.2% | +5.5% | +96.7% | +126.8% |
| 1Y | +99.6% | -16.8% | +116.4% | +112.0% |
| All | +99.6% | -17.4% | +117.0% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling