+728.0%
STM vs FN
+3,020.0%
-2,292.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.0% | -0.1% | -4.1% |
| 7D | -6.0% | -7.0% | +1.0% | -4.1% |
| 30D | -20.9% | -24.7% | +3.8% | -13.7% |
| 3M | -15.8% | -35.7% | +19.9% | -4.0% |
| 6M | -17.0% | -52.4% | +35.4% | +3.3% |
| YTD | +76.8% | -25.0% | +101.8% | +85.7% |
| 1Y | +96.5% | -25.7% | +122.2% | +104.9% |
| 3Y | +14.0% | +110.2% | -96.2% | -21.8% |
| 5Y | -5.8% | +192.3% | -198.2% | -43.8% |
| 10Y | +461.9% | +812.3% | -350.4% | +137.5% |
| All | +728.0% | +3,020.0% | -2,292.0% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling