+444.1%
STM vs FE
+110.9%
+333.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -14.1% | +4.3% | -18.5% | -15.4% |
| 3M | -17.6% | +0.4% | -18.0% | -17.9% |
| 6M | -24.2% | +6.9% | -31.2% | -26.4% |
| YTD | +73.3% | +8.0% | +65.3% | +67.5% |
| 1Y | +90.1% | +4.8% | +85.3% | +85.3% |
| 3Y | +10.3% | +49.0% | -38.6% | -6.3% |
| 5Y | -5.7% | +46.2% | -52.0% | -20.1% |
| 10Y | +444.1% | +120.9% | +323.2% | +393.5% |
| All | +444.1% | +110.9% | +333.2% | +393.5% |
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