+3,676.0%
STX vs SFM
+293.3%
+3,382.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.5% | +13.0% | +7.1% |
| 7D | +10.7% | -5.8% | +16.6% | +11.3% |
| 30D | +11.3% | -11.4% | +22.6% | +12.4% |
| 3M | +3.2% | -12.2% | +15.4% | +4.1% |
| 6M | +157.0% | -5.2% | +162.1% | +155.5% |
| YTD | +229.2% | -4.5% | +233.7% | +225.9% |
| 1Y | +381.8% | -45.4% | +427.2% | +412.9% |
| 3Y | +1,383.2% | +91.1% | +1,292.1% | +1,168.4% |
| 5Y | +1,144.9% | +226.8% | +918.1% | +857.3% |
| 10Y | +3,676.0% | +291.9% | +3,384.1% | +2,686.1% |
| All | +3,676.0% | +293.3% | +3,382.7% | +2,686.1% |
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