+21.0%
STM vs FND
-60.2%
+81.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.1% |
| 7D | +5.8% | -5.2% | +11.0% | +8.0% |
| 30D | -1.0% | -19.9% | +18.9% | +8.3% |
| 3M | -33.3% | +2.7% | -36.0% | -35.2% |
| 6M | +57.4% | -21.7% | +79.0% | +70.4% |
| YTD | +102.2% | -17.5% | +119.7% | +112.2% |
| 1Y | +99.6% | -39.3% | +138.9% | +138.5% |
| 3Y | +14.5% | -49.8% | +64.3% | +40.8% |
| All | +21.0% | -60.2% | +81.2% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling