+444.1%
STM vs SFM
+138.5%
+305.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -7.9% | -6.9% | -1.0% | -7.3% |
| 30D | -14.1% | -25.0% | +10.8% | -12.4% |
| 3M | -17.6% | -42.7% | +25.1% | -13.9% |
| 6M | -24.2% | -41.0% | +16.8% | -21.4% |
| YTD | +73.3% | -38.7% | +112.0% | +78.1% |
| 1Y | +90.1% | -38.1% | +128.2% | +95.0% |
| 3Y | +10.3% | +19.3% | -9.0% | +2.8% |
| 5Y | -5.7% | +103.1% | -108.9% | -18.5% |
| 10Y | +444.1% | +131.1% | +313.0% | +373.4% |
| All | +444.1% | +138.5% | +305.6% | +373.4% |
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