+2,038.9%
STX vs SFM
+137.0%
+1,902.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | +16.8% | -0.4% | +17.3% | +16.9% |
| 30D | -27.0% | -19.2% | -7.8% | -26.0% |
| 3M | -37.9% | -40.3% | +2.4% | -35.3% |
| 6M | -32.5% | -40.9% | +8.4% | -29.9% |
| YTD | +98.6% | -35.5% | +134.1% | +102.7% |
| 1Y | +93.6% | -37.4% | +131.0% | +98.3% |
| 3Y | +699.1% | +25.5% | +673.6% | +606.5% |
| 5Y | +481.0% | +113.0% | +368.0% | +361.3% |
| All | +2,038.9% | +137.0% | +1,902.0% | +1,471.9% |
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 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