+392.6%
STM vs FE
+107.4%
+285.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | -10.7% | 0.0% | -10.7% | -10.7% |
| 30D | -25.7% | +5.2% | -30.9% | -27.0% |
| 3M | -21.6% | 0.0% | -21.5% | -21.7% |
| 6M | -27.8% | +5.0% | -32.8% | -29.5% |
| YTD | +61.8% | +7.9% | +53.9% | +56.3% |
| 1Y | +78.1% | +6.3% | +71.8% | +72.8% |
| 3Y | +4.9% | +46.0% | -41.1% | -10.4% |
| 5Y | -14.3% | +45.6% | -59.9% | -27.3% |
| All | +392.6% | +107.4% | +285.2% | +345.6% |
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