+12.1%
STM vs FGI
-74.8%
+86.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -25.2% | +25.8% | +0.9% |
| 7D | +12.0% | -14.4% | +26.4% | +12.2% |
| 30D | -0.4% | -11.8% | +11.4% | -0.2% |
| 3M | -13.2% | -46.2% | +33.1% | -12.6% |
| 6M | -26.1% | +5.2% | -31.2% | -27.0% |
| YTD | +81.2% | +10.5% | +70.7% | +77.6% |
| 1Y | +98.3% | +25.5% | +72.8% | +93.7% |
| 3Y | +16.7% | -16.0% | +32.7% | +15.0% |
| All | +12.1% | -74.8% | +86.9% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling