+482.0%
STM vs FE
+566.1%
-84.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.2% | -12.2% | -12.3% |
| 7D | -20.1% | +0.6% | -20.7% | -20.3% |
| 30D | -32.0% | +6.4% | -38.4% | -33.7% |
| 3M | -24.2% | -0.5% | -23.7% | -24.2% |
| 6M | -29.9% | +4.7% | -34.7% | -31.8% |
| YTD | +54.9% | +8.4% | +46.5% | +48.4% |
| 1Y | +68.0% | +7.2% | +60.8% | +61.3% |
| 3Y | -0.1% | +44.9% | -45.0% | -16.6% |
| 5Y | -17.9% | +46.3% | -64.2% | -32.5% |
| 10Y | +392.2% | +110.3% | +282.0% | +230.2% |
| All | +482.0% | +566.1% | -84.1% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling