+96.5%
STM vs SFM
-35.8%
+132.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.6% | -9.7% | -5.5% |
| 7D | -6.0% | -12.3% | +6.2% | -7.1% |
| 30D | -20.9% | -16.2% | -4.7% | -22.3% |
| 3M | -15.8% | -36.8% | +21.0% | -20.0% |
| 6M | -17.0% | -32.6% | +15.5% | -20.2% |
| YTD | +76.8% | -31.7% | +108.5% | +72.8% |
| 1Y | +96.5% | -35.0% | +131.5% | +93.6% |
| All | +96.5% | -35.8% | +132.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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