+96.5%
STM vs FE
+6.1%
+90.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.0% | -6.1% |
| 7D | -6.0% | +1.7% | -7.7% | -5.3% |
| 30D | -20.9% | +8.1% | -29.1% | -18.3% |
| 3M | -15.8% | -1.3% | -14.4% | -16.1% |
| 6M | -17.0% | +2.9% | -20.0% | -15.6% |
| YTD | +76.8% | +8.6% | +68.2% | +89.3% |
| 1Y | +96.5% | +6.3% | +90.2% | +106.4% |
| All | +96.5% | +6.1% | +90.4% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling