+717.2%
STM vs USFR
+27.5%
+689.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -1.0% | +0.3% | -1.3% | -1.1% |
| 3M | -33.3% | +1.0% | -34.3% | -33.5% |
| 6M | +57.4% | +1.9% | +55.4% | +56.4% |
| YTD | +102.2% | +2.6% | +99.6% | +100.4% |
| 1Y | +99.6% | +4.0% | +95.6% | +96.9% |
| 3Y | +14.5% | +14.1% | +0.4% | +8.9% |
| 5Y | +21.4% | +20.4% | +1.0% | +12.5% |
| 10Y | +695.0% | +28.0% | +667.0% | +619.7% |
| All | +717.2% | +27.5% | +689.7% | +608.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling