-4.6%
STM vs FE
+47.0%
-51.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +12.0% | +1.2% | +10.8% | +11.7% |
| 30D | -0.4% | +4.5% | -4.9% | -1.4% |
| 3M | -13.2% | +1.3% | -14.5% | -13.5% |
| 6M | -26.1% | +8.7% | -34.7% | -28.1% |
| YTD | +81.2% | +9.2% | +72.0% | +75.5% |
| 1Y | +98.3% | +7.0% | +91.3% | +93.1% |
| 3Y | +16.7% | +51.4% | -34.7% | -1.9% |
| All | -4.6% | +47.0% | -51.6% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling