+75.7%
STT vs SFM
-47.5%
+123.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.1% |
| 7D | +1.0% | -7.2% | +8.1% | +1.2% |
| 30D | +2.8% | -14.3% | +17.1% | +3.2% |
| 3M | +18.1% | -13.7% | +31.9% | +18.5% |
| 6M | +59.2% | -6.0% | +65.2% | +58.8% |
| YTD | +51.5% | -8.2% | +59.7% | +51.8% |
| 1Y | +75.7% | -46.2% | +121.9% | +86.9% |
| All | +75.7% | -47.5% | +123.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling