+264.7%
STM vs FND
+58.4%
+206.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +1.3% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | -7.4% | -23.6% | +16.2% | +2.9% |
| 3M | -30.6% | +4.3% | -35.0% | -33.0% |
| 6M | +66.4% | -20.3% | +86.7% | +77.9% |
| YTD | +101.1% | -21.3% | +122.4% | +114.8% |
| 1Y | +97.4% | -45.4% | +142.7% | +143.7% |
| 3Y | +21.1% | -48.9% | +70.0% | +47.1% |
| 5Y | +22.5% | -61.0% | +83.5% | +56.9% |
| All | +264.7% | +58.4% | +206.3% | +181.0% |
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