+1,335.2%
STX vs SFM
+107.8%
+1,227.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.5% | +6.4% |
| 7D | +2.4% | -0.1% | +2.4% | +2.3% |
| 30D | +1.4% | -4.4% | +5.8% | +1.3% |
| 3M | -8.2% | +1.5% | -9.7% | -8.2% |
| 6M | +127.0% | +6.5% | +120.6% | +126.4% |
| YTD | +209.1% | +2.2% | +207.0% | +208.8% |
| 1Y | +365.4% | -41.9% | +407.3% | +389.1% |
| All | +1,335.2% | +107.8% | +1,227.4% | +1,135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling