+0.4%
STM vs FN
+80.0%
-79.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -14.2% | +1.9% | -7.3% |
| 7D | -20.1% | -16.0% | -4.1% | -15.1% |
| 30D | -32.0% | -40.1% | +8.1% | -19.1% |
| 3M | -24.2% | -43.9% | +19.7% | -8.8% |
| 6M | -29.9% | -55.6% | +25.7% | -9.7% |
| YTD | +54.9% | -35.7% | +90.5% | +74.0% |
| 1Y | +68.0% | -39.8% | +107.8% | +90.9% |
| All | +0.4% | +80.0% | -79.6% | -27.0% |
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