+2,071.0%
STX vs SFM
+146.8%
+1,924.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.8% | +9.7% |
| 7D | -14.8% | -10.2% | -4.5% | -14.0% |
| 30D | -35.4% | -23.9% | -11.5% | -34.1% |
| 3M | -37.7% | -42.3% | +4.6% | -34.8% |
| 6M | -35.2% | -40.1% | +4.9% | -32.9% |
| YTD | +84.4% | -37.8% | +122.2% | +88.8% |
| 1Y | +82.3% | -37.1% | +119.3% | +86.1% |
| 3Y | +646.2% | +21.5% | +624.7% | +560.2% |
| 5Y | +487.4% | +103.8% | +383.6% | +366.8% |
| 10Y | +2,071.0% | +142.0% | +1,929.1% | +1,543.3% |
| All | +2,071.0% | +146.8% | +1,924.2% | +1,543.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling