+392.6%
STM vs FN
+753.0%
-360.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.7% | -7.2% | -0.3% |
| 7D | -10.7% | 0.0% | -10.7% | -11.1% |
| 30D | -25.7% | -34.3% | +8.6% | -12.7% |
| 3M | -21.6% | -39.9% | +18.3% | -5.7% |
| 6M | -27.8% | -51.8% | +24.0% | -6.3% |
| YTD | +61.8% | -28.1% | +89.9% | +72.9% |
| 1Y | +78.1% | -29.1% | +107.2% | +88.8% |
| 3Y | +4.9% | +102.4% | -97.5% | -37.2% |
| 5Y | -14.3% | +171.7% | -185.9% | -57.8% |
| All | +392.6% | +753.0% | -360.4% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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