+286.2%
STT vs SFM
+132.6%
+153.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +3.9% | -4.4% | +8.2% | +4.4% |
| 3M | +20.0% | +1.5% | +18.4% | +19.1% |
| 6M | +55.3% | +6.5% | +48.8% | +52.1% |
| YTD | +53.3% | +2.2% | +51.2% | +50.9% |
| 1Y | +74.7% | -41.9% | +116.6% | +87.1% |
| 3Y | +205.8% | +106.8% | +99.1% | +160.9% |
| 5Y | +145.0% | +231.6% | -86.6% | +88.8% |
| 10Y | +266.0% | +258.4% | +7.6% | +164.2% |
| All | +286.2% | +132.6% | +153.6% | +197.7% |
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