+553.8%
STM vs USFR
+28.5%
+525.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -10.7% | +0.1% | -10.8% | -10.8% |
| 30D | -25.7% | +0.4% | -26.1% | -25.8% |
| 3M | -21.6% | +1.1% | -22.6% | -21.8% |
| 6M | -27.8% | +2.1% | -29.9% | -28.2% |
| YTD | +61.8% | +3.4% | +58.3% | +60.0% |
| 1Y | +78.1% | +4.1% | +74.0% | +75.7% |
| 3Y | +4.9% | +14.4% | -9.5% | -0.2% |
| 5Y | -14.3% | +21.3% | -35.6% | -20.7% |
| 10Y | +414.1% | +28.5% | +385.6% | +365.0% |
| All | +553.8% | +28.5% | +525.2% | +465.6% |
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