+99.6%
STM vs FGI
+81.8%
+17.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.7% | +1.8% |
| 7D | +5.8% | +0.5% | +5.2% | +5.8% |
| 30D | -1.0% | +65.4% | -66.4% | -2.6% |
| 3M | -33.3% | +23.5% | -56.8% | -34.1% |
| 6M | +57.4% | +60.5% | -3.2% | +53.6% |
| YTD | +102.2% | +30.0% | +72.2% | +97.9% |
| 1Y | +99.6% | +82.1% | +17.5% | +94.6% |
| All | +99.6% | +81.8% | +17.8% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling