+564.8%
STM vs SFM
+41.7%
+523.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.7% |
| 7D | -5.6% | -10.2% | +4.7% | -4.6% |
| 30D | -14.4% | -23.9% | +9.4% | -12.5% |
| 3M | -20.5% | -42.3% | +21.8% | -16.3% |
| 6M | -24.5% | -40.1% | +15.6% | -21.2% |
| YTD | +72.7% | -37.8% | +110.5% | +78.2% |
| 1Y | +91.0% | -37.1% | +128.1% | +96.7% |
| 3Y | +13.5% | +21.5% | -8.0% | +4.7% |
| 5Y | -9.2% | +103.8% | -113.0% | -23.1% |
| 10Y | +422.5% | +142.0% | +280.6% | +313.9% |
| All | +564.8% | +41.7% | +523.1% | +479.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling