+657.6%
STM vs FDS
+77.6%
+580.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.1% |
| 7D | +5.2% | -5.4% | +10.6% | +7.4% |
| 30D | -7.4% | +1.6% | -8.9% | -8.4% |
| 3M | -30.6% | +17.7% | -48.4% | -37.3% |
| 6M | +66.4% | +29.1% | +37.3% | +38.2% |
| YTD | +101.1% | +1.0% | +100.2% | +89.8% |
| 1Y | +97.4% | -21.6% | +119.0% | +113.7% |
| 3Y | +21.1% | -30.1% | +51.2% | +38.3% |
| 5Y | +22.5% | -20.7% | +43.2% | +26.7% |
| 10Y | +657.6% | +78.3% | +579.3% | +389.0% |
| All | +657.6% | +77.6% | +580.0% | +389.0% |
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