+678.3%
STM vs SFM
+132.6%
+545.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.5% |
| 7D | +5.8% | -0.1% | +5.9% | +5.8% |
| 30D | -1.0% | -4.4% | +3.4% | -0.6% |
| 3M | -33.3% | +1.5% | -34.8% | -33.6% |
| 6M | +57.4% | +6.5% | +50.9% | +54.6% |
| YTD | +102.2% | +2.2% | +100.0% | +99.2% |
| 1Y | +99.6% | -41.9% | +141.5% | +111.0% |
| 3Y | +14.5% | +106.8% | -92.2% | +0.3% |
| 5Y | +21.4% | +231.6% | -210.2% | -1.9% |
| 10Y | +695.0% | +258.4% | +436.5% | +509.0% |
| All | +678.3% | +132.6% | +545.8% | +548.1% |
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