+78.1%
STM vs FGI
+46.9%
+31.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.4% |
| 7D | -10.7% | -7.0% | -3.8% | -10.7% |
| 30D | -25.7% | -4.2% | -21.5% | -25.7% |
| 3M | -21.6% | +55.6% | -77.2% | -22.8% |
| 6M | -27.8% | -3.2% | -24.6% | -28.4% |
| YTD | +61.8% | +29.1% | +32.6% | +58.9% |
| 1Y | +78.1% | +51.0% | +27.1% | +75.2% |
| All | +78.1% | +46.9% | +31.2% | +75.2% |
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