+678.9%
STM vs FE
+115.1%
+563.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.1% |
| 7D | +5.8% | +1.9% | +3.9% | +5.1% |
| 30D | -1.0% | -1.2% | +0.2% | -0.6% |
| 3M | -33.3% | +3.5% | -36.7% | -34.3% |
| 6M | +57.4% | -6.1% | +63.4% | +59.8% |
| YTD | +102.2% | +7.6% | +94.6% | +95.8% |
| 1Y | +99.6% | +11.9% | +87.7% | +90.3% |
| 3Y | +14.5% | +48.4% | -33.9% | -2.9% |
| 5Y | +21.4% | +44.8% | -23.4% | +3.0% |
| All | +678.9% | +115.1% | +563.8% | +577.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling