-27.8%
STM vs FND
+2.1%
-29.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.5% |
| 7D | -10.7% | +7.7% | -18.4% | -11.6% |
| 30D | -25.7% | +11.9% | -37.6% | -26.8% |
| 3M | -21.6% | -14.6% | -7.0% | -18.5% |
| 6M | -27.8% | +0.5% | -28.3% | -27.7% |
| All | -27.8% | +2.1% | -29.9% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling