+465.1%
STM vs USFR
+28.6%
+436.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +0.1% | +11.9% | +12.0% |
| 30D | -0.4% | +0.4% | -0.7% | -0.4% |
| 3M | -13.2% | +1.1% | -14.2% | -13.2% |
| 6M | -26.1% | +2.0% | -28.1% | -26.2% |
| YTD | +81.2% | +3.5% | +77.7% | +79.7% |
| 1Y | +98.3% | +4.1% | +94.2% | +96.1% |
| 3Y | +16.7% | +14.4% | +2.4% | +9.5% |
| 5Y | -4.8% | +21.4% | -26.3% | -15.8% |
| All | +465.1% | +28.6% | +436.5% | +384.9% |
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