+657.6%
STM vs SFM
+293.3%
+364.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.1% |
| 7D | +5.2% | -5.8% | +11.0% | +5.8% |
| 30D | -7.4% | -11.4% | +4.0% | -6.4% |
| 3M | -30.6% | -12.2% | -18.4% | -30.0% |
| 6M | +66.4% | -5.2% | +71.5% | +65.8% |
| YTD | +101.1% | -4.5% | +105.6% | +99.8% |
| 1Y | +97.4% | -45.4% | +142.8% | +109.0% |
| 3Y | +21.1% | +91.1% | -69.9% | +8.8% |
| 5Y | +22.5% | +226.8% | -204.3% | +2.2% |
| 10Y | +657.6% | +291.9% | +365.7% | +500.7% |
| All | +657.6% | +293.3% | +364.3% | +500.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling