+99.6%
STM vs USFR
+4.0%
+95.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.7% |
| 7D | +5.8% | +0.1% | +5.7% | +8.3% |
| 30D | -1.0% | +0.3% | -1.3% | +12.0% |
| 3M | -33.3% | +1.0% | -34.3% | +0.9% |
| 6M | +57.4% | +1.9% | +55.4% | +196.5% |
| YTD | +102.2% | +2.6% | +99.6% | +276.3% |
| 1Y | +99.6% | +4.0% | +95.6% | +322.1% |
| All | +99.6% | +4.0% | +95.6% | +322.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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