+1,168.3%
STM vs FDS
+10,266.7%
-9,098.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -7.9% | -2.0% | -5.9% | -7.3% |
| 30D | -14.1% | +13.5% | -27.6% | -19.4% |
| 3M | -17.6% | +15.2% | -32.8% | -24.4% |
| 6M | -24.2% | +47.0% | -71.3% | -40.8% |
| YTD | +73.3% | +13.9% | +59.4% | +48.2% |
| 1Y | +90.1% | +25.2% | +64.9% | +54.5% |
| 3Y | +10.3% | -25.3% | +35.7% | +12.6% |
| 5Y | -5.7% | -23.3% | +17.6% | -5.4% |
| 10Y | +444.1% | +126.0% | +318.1% | +228.8% |
| All | +1,168.3% | +10,266.7% | -9,098.4% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling