+392.6%
STM vs FE
+105.3%
+287.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.9% | +4.9% |
| 7D | -10.7% | -1.0% | -9.7% | -10.5% |
| 30D | -25.7% | +4.1% | -29.9% | -26.8% |
| 3M | -21.6% | -1.0% | -20.5% | -21.4% |
| 6M | -27.8% | +4.0% | -31.8% | -29.3% |
| YTD | +61.8% | +6.8% | +54.9% | +56.8% |
| 1Y | +78.1% | +5.3% | +72.8% | +73.3% |
| 3Y | +4.9% | +44.6% | -39.7% | -10.1% |
| 5Y | -14.3% | +44.2% | -58.5% | -27.1% |
| All | +392.6% | +105.3% | +287.3% | +346.9% |
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