+21.0%
STM vs FN
+289.0%
-268.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +0.7% |
| 7D | +5.8% | -1.7% | +7.5% | +6.4% |
| 30D | -1.0% | -22.0% | +21.0% | +7.3% |
| 3M | -33.3% | -43.0% | +9.7% | -19.6% |
| 6M | +57.4% | -27.7% | +85.1% | +71.6% |
| YTD | +102.2% | -10.5% | +112.7% | +101.8% |
| 1Y | +99.6% | +12.5% | +87.1% | +80.1% |
| 3Y | +14.5% | +153.8% | -139.3% | -32.3% |
| All | +21.0% | +289.0% | -268.1% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling