+21.7%
STM vs USFR
+14.0%
+7.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | +5.8% | +0.1% | +5.7% | +6.3% |
| 30D | -1.0% | +0.3% | -1.3% | +1.7% |
| 3M | -33.3% | +1.0% | -34.3% | -27.3% |
| 6M | +57.4% | +1.9% | +55.4% | +79.5% |
| YTD | +102.2% | +2.6% | +99.6% | +133.7% |
| 1Y | +99.6% | +4.0% | +95.6% | +138.0% |
| All | +21.7% | +14.0% | +7.6% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling