+598.0%
STM vs USFR
+28.5%
+569.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | -5.6% | +0.1% | -5.6% | -5.6% |
| 30D | -14.4% | +0.4% | -14.8% | -14.5% |
| 3M | -20.5% | +1.1% | -21.5% | -20.7% |
| 6M | -24.5% | +2.0% | -26.5% | -25.0% |
| YTD | +72.7% | +3.4% | +69.3% | +70.8% |
| 1Y | +91.0% | +4.1% | +86.9% | +88.5% |
| 3Y | +13.5% | +14.3% | -0.8% | +8.0% |
| 5Y | -9.2% | +21.3% | -30.5% | -16.0% |
| 10Y | +422.5% | +28.5% | +394.1% | +372.6% |
| All | +598.0% | +28.5% | +569.4% | +503.8% |
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