+4.9%
STM vs FN
+101.0%
-96.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.7% | -7.2% | +0.3% |
| 7D | -10.7% | 0.0% | -10.7% | -11.0% |
| 30D | -25.7% | -34.3% | +8.6% | -14.6% |
| 3M | -21.6% | -39.9% | +18.3% | -8.1% |
| 6M | -27.8% | -51.8% | +24.0% | -9.9% |
| YTD | +61.8% | -28.1% | +89.9% | +74.5% |
| 1Y | +78.1% | -29.1% | +107.2% | +91.1% |
| 3Y | +4.9% | +102.4% | -97.5% | -26.8% |
| All | +4.9% | +101.0% | -96.1% | -26.8% |
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