+11.5%
STM vs FGI
-66.3%
+77.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.7% | +0.3% |
| 7D | +16.3% | +13.5% | +2.8% | +16.1% |
| 30D | -6.3% | +17.1% | -23.4% | -6.5% |
| 3M | -14.1% | +78.0% | -92.1% | -15.6% |
| 6M | -19.6% | +46.4% | -66.0% | -20.9% |
| YTD | +80.1% | +47.7% | +32.4% | +76.0% |
| 1Y | +95.4% | +56.8% | +38.6% | +90.3% |
| 3Y | +14.7% | +12.3% | +2.4% | +12.6% |
| All | +11.5% | -66.3% | +77.8% | +12.6% |
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