+15.7%
STM vs FN
+158.4%
-142.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +0.8% |
| 7D | +5.8% | -1.7% | +7.5% | +6.4% |
| 30D | -1.0% | -22.0% | +21.0% | +6.8% |
| 3M | -33.3% | -43.0% | +9.7% | -20.7% |
| 6M | +57.4% | -27.7% | +85.1% | +71.1% |
| YTD | +102.2% | -10.5% | +112.7% | +103.6% |
| 1Y | +99.6% | +12.5% | +87.1% | +83.8% |
| All | +15.7% | +158.4% | -142.6% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling