+266.6%
STM vs FND
+66.0%
+200.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.2% |
| 7D | +5.8% | -5.2% | +11.0% | +7.9% |
| 30D | -1.0% | -19.9% | +18.9% | +7.9% |
| 3M | -33.3% | +2.7% | -36.0% | -35.0% |
| 6M | +57.4% | -21.7% | +79.0% | +69.7% |
| YTD | +102.2% | -17.5% | +119.7% | +112.0% |
| 1Y | +99.6% | -39.3% | +138.9% | +136.0% |
| 3Y | +14.5% | -49.8% | +64.3% | +40.2% |
| 5Y | +21.4% | -60.1% | +81.5% | +54.0% |
| All | +266.6% | +66.0% | +200.5% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling