+98.3%
STM vs FND
-24.7%
+123.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +12.0% | -6.8% | +18.8% | +14.0% |
| 30D | -0.4% | +8.0% | -8.3% | -2.7% |
| 3M | -13.2% | -18.9% | +5.7% | -7.9% |
| 6M | -26.1% | +4.7% | -30.8% | -28.8% |
| YTD | +81.2% | -21.6% | +102.8% | +87.9% |
| 1Y | +98.3% | -22.0% | +120.3% | +105.7% |
| All | +98.3% | -24.7% | +123.0% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling