+90.1%
STM vs SFM
-38.0%
+128.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.2% |
| 7D | -7.9% | -6.9% | -1.0% | -8.7% |
| 30D | -14.1% | -25.0% | +10.8% | -16.8% |
| 3M | -17.6% | -42.7% | +25.1% | -22.8% |
| 6M | -24.2% | -41.0% | +16.8% | -28.4% |
| YTD | +73.3% | -38.7% | +112.0% | +67.7% |
| 1Y | +90.1% | -38.1% | +128.2% | +82.3% |
| All | +90.1% | -38.0% | +128.1% | +82.3% |
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