+657.6%
STM vs USFR
+28.1%
+629.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | -7.4% | +0.3% | -7.7% | -7.4% |
| 3M | -30.6% | +1.0% | -31.6% | -30.8% |
| 6M | +66.4% | +1.9% | +64.5% | +65.5% |
| YTD | +101.1% | +2.7% | +98.5% | +99.2% |
| 1Y | +97.4% | +4.0% | +93.3% | +94.0% |
| 3Y | +21.1% | +14.0% | +7.1% | +12.0% |
| 5Y | +22.5% | +20.4% | +2.1% | +6.7% |
| 10Y | +657.6% | +28.1% | +629.5% | +503.6% |
| All | +657.6% | +28.1% | +629.5% | +503.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling