+22.5%
STM vs USFR
+20.5%
+2.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.3% |
| 7D | +5.2% | +0.1% | +5.1% | +5.5% |
| 30D | -7.4% | +0.3% | -7.7% | -5.9% |
| 3M | -30.6% | +1.0% | -31.6% | -27.5% |
| 6M | +66.4% | +1.9% | +64.5% | +78.6% |
| YTD | +101.1% | +2.7% | +98.5% | +118.3% |
| 1Y | +97.4% | +4.0% | +93.3% | +119.0% |
| 3Y | +21.1% | +14.0% | +7.1% | +57.5% |
| 5Y | +22.5% | +20.4% | +2.1% | +57.9% |
| All | +22.5% | +20.5% | +2.0% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling