+392.6%
STM vs FDS
+135.4%
+257.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.7% | +8.1% | +5.7% |
| 7D | -10.7% | -0.5% | -10.2% | -10.8% |
| 30D | -25.7% | +20.2% | -45.9% | -31.2% |
| 3M | -21.6% | +19.9% | -41.4% | -28.1% |
| 6M | -27.8% | +56.2% | -84.0% | -44.6% |
| YTD | +61.8% | +14.6% | +47.2% | +43.6% |
| 1Y | +78.1% | +31.6% | +46.5% | +44.0% |
| 3Y | +4.9% | -23.8% | +28.7% | +15.8% |
| 5Y | -14.3% | -22.6% | +8.3% | -7.6% |
| All | +392.6% | +135.4% | +257.2% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling