+78.1%
STM vs SFM
-38.0%
+116.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.8% | +9.3% | +3.8% |
| 7D | -10.7% | -1.2% | -9.5% | -10.7% |
| 30D | -25.7% | -24.8% | -1.0% | -28.0% |
| 3M | -21.6% | -43.7% | +22.1% | -26.7% |
| 6M | -27.8% | -37.3% | +9.5% | -31.2% |
| YTD | +61.8% | -38.4% | +100.1% | +56.5% |
| 1Y | +78.1% | -36.9% | +115.0% | +69.9% |
| All | +78.1% | -38.0% | +116.1% | +69.9% |
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