+15.6%
STM vs FDS
-22.8%
+38.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +3.8% |
| 7D | +1.4% | -2.1% | +3.6% | +1.2% |
| 30D | -8.4% | +16.0% | -24.4% | -6.7% |
| 3M | -15.8% | +18.8% | -34.6% | -13.7% |
| 6M | -22.8% | +54.1% | -76.9% | -21.7% |
| YTD | +79.4% | +17.0% | +62.4% | +96.8% |
| 1Y | +97.0% | +25.5% | +71.5% | +109.9% |
| All | +15.6% | -22.8% | +38.3% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling