+229.1%
STT vs SFM
+40.3%
+188.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.9% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | -5.0% | -24.8% | +19.8% | -1.7% |
| 3M | -10.5% | -43.7% | +33.2% | -3.5% |
| 6M | +10.0% | -37.3% | +47.3% | +16.0% |
| YTD | +30.7% | -38.4% | +69.1% | +37.3% |
| 1Y | +43.8% | -36.9% | +80.7% | +50.3% |
| 3Y | +168.1% | +20.7% | +147.4% | +145.7% |
| 5Y | +101.4% | +103.5% | -2.1% | +65.4% |
| 10Y | +211.3% | +139.7% | +71.6% | +137.4% |
| All | +229.1% | +40.3% | +188.8% | +170.8% |
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