-4.6%
STM vs SFM
+116.0%
-120.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.5% |
| 7D | +12.0% | +6.0% | +6.0% | +11.5% |
| 30D | -0.4% | -19.5% | +19.1% | +0.9% |
| 3M | -13.2% | -37.0% | +23.8% | -10.2% |
| 6M | -26.1% | -41.0% | +14.9% | -23.3% |
| YTD | +81.2% | -34.6% | +115.8% | +84.7% |
| 1Y | +98.3% | -36.3% | +134.6% | +102.8% |
| 3Y | +16.7% | +24.5% | -7.8% | +3.8% |
| All | -4.6% | +116.0% | -120.5% | -20.2% |
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