-17.9%
STM vs FE
+46.2%
-64.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.2% | -12.2% | -12.4% |
| 7D | -20.1% | +0.6% | -20.7% | -20.2% |
| 30D | -32.0% | +6.4% | -38.4% | -33.0% |
| 3M | -24.2% | -0.5% | -23.7% | -24.1% |
| 6M | -29.9% | +4.7% | -34.7% | -31.2% |
| YTD | +54.9% | +8.4% | +46.5% | +50.4% |
| 1Y | +68.0% | +7.2% | +60.8% | +63.4% |
| 3Y | -0.1% | +44.9% | -45.0% | -14.3% |
| 5Y | -17.9% | +46.3% | -64.2% | -29.2% |
| All | -17.9% | +46.2% | -64.1% | -29.2% |
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