+461.8%
STM vs FE
+123.7%
+338.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +16.3% | -0.3% | +16.6% | +16.4% |
| 30D | -6.3% | +3.9% | -10.2% | -7.5% |
| 3M | -14.1% | -0.1% | -14.0% | -14.2% |
| 6M | -19.6% | +6.1% | -25.7% | -21.6% |
| YTD | +80.1% | +8.1% | +72.1% | +74.1% |
| 1Y | +95.4% | +4.4% | +90.9% | +90.8% |
| 3Y | +14.7% | +49.0% | -34.3% | -2.7% |
| 5Y | -5.4% | +46.1% | -51.5% | -19.8% |
| All | +461.8% | +123.7% | +338.1% | +410.0% |
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