+226.6%
STM vs FND
+61.4%
+165.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +2.2% |
| 7D | +16.3% | -5.1% | +21.4% | +18.7% |
| 30D | -6.3% | +9.2% | -15.5% | -10.3% |
| 3M | -14.1% | -17.7% | +3.6% | -8.4% |
| 6M | -19.6% | +2.5% | -22.0% | -22.7% |
| YTD | +80.1% | -19.8% | +99.9% | +88.9% |
| 1Y | +95.4% | -22.7% | +118.0% | +107.6% |
| 3Y | +14.7% | -38.3% | +53.0% | +28.2% |
| 5Y | -5.4% | -63.0% | +57.6% | +22.6% |
| All | +226.6% | +61.4% | +165.2% | +147.2% |
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