+1,840.6%
STX vs SFM
+40.3%
+1,800.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.7% | -0.7% |
| 7D | -28.5% | -1.2% | -27.3% | -28.5% |
| 30D | -42.9% | -24.8% | -18.2% | -41.6% |
| 3M | -45.9% | -43.7% | -2.2% | -42.9% |
| 6M | -41.3% | -37.3% | -4.0% | -39.3% |
| YTD | +67.9% | -38.4% | +106.3% | +72.9% |
| 1Y | +66.5% | -36.9% | +103.4% | +70.7% |
| 3Y | +588.0% | +20.7% | +567.3% | +513.8% |
| 5Y | +449.1% | +103.5% | +345.6% | +340.3% |
| 10Y | +1,982.8% | +139.7% | +1,843.1% | +1,465.9% |
| All | +1,840.6% | +40.3% | +1,800.3% | +1,544.5% |
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