+213.1%
STM vs FND
+76.3%
+136.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +5.1% |
| 7D | -5.6% | +8.5% | -14.1% | -9.0% |
| 30D | -14.4% | +17.2% | -31.7% | -20.3% |
| 3M | -20.5% | -14.9% | -5.5% | -16.2% |
| 6M | -24.5% | +3.1% | -27.6% | -27.6% |
| YTD | +72.7% | -12.4% | +85.1% | +75.1% |
| 1Y | +91.0% | -10.0% | +101.0% | +91.0% |
| 3Y | +13.5% | -31.3% | +44.8% | +21.8% |
| 5Y | -9.2% | -60.3% | +51.1% | +14.5% |
| All | +213.1% | +76.3% | +136.8% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling