-4.6%
STM vs FDS
-23.2%
+18.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +12.0% | +1.5% | +10.5% | +11.9% |
| 30D | -0.4% | +14.8% | -15.2% | -2.2% |
| 3M | -13.2% | +16.3% | -29.5% | -15.1% |
| 6M | -26.1% | +66.2% | -92.3% | -35.9% |
| YTD | +81.2% | +16.2% | +64.9% | +80.5% |
| 1Y | +98.3% | +21.8% | +76.5% | +91.6% |
| 3Y | +16.7% | -23.9% | +40.6% | +44.1% |
| All | -4.6% | -23.2% | +18.6% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling