+21.0%
STM vs SFM
+230.0%
-209.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.6% |
| 7D | +5.8% | -0.1% | +5.9% | +5.8% |
| 30D | -1.0% | -4.4% | +3.4% | -0.7% |
| 3M | -33.3% | +1.5% | -34.8% | -33.6% |
| 6M | +57.4% | +6.5% | +50.9% | +54.7% |
| YTD | +102.2% | +2.2% | +100.0% | +99.4% |
| 1Y | +99.6% | -41.9% | +141.5% | +113.3% |
| 3Y | +14.5% | +106.8% | -92.2% | -2.1% |
| All | +21.0% | +230.0% | -209.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling