+241.5%
STT vs SFM
+41.7%
+199.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.1% |
| 7D | +0.9% | -10.2% | +11.2% | +2.5% |
| 30D | -2.3% | -23.9% | +21.6% | +0.9% |
| 3M | -7.0% | -42.3% | +35.3% | -0.1% |
| 6M | +15.5% | -40.1% | +55.6% | +22.7% |
| YTD | +35.6% | -37.8% | +73.4% | +42.3% |
| 1Y | +47.9% | -37.1% | +84.9% | +54.7% |
| 3Y | +181.1% | +21.5% | +159.5% | +157.3% |
| 5Y | +108.2% | +103.8% | +4.4% | +70.9% |
| 10Y | +201.0% | +142.0% | +59.0% | +129.3% |
| All | +241.5% | +41.7% | +199.8% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling