+3,472.3%
STX vs SFM
+132.6%
+3,339.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.5% | +6.0% |
| 7D | +2.4% | -0.1% | +2.4% | +2.4% |
| 30D | +1.4% | -4.4% | +5.8% | +1.8% |
| 3M | -8.2% | +1.5% | -9.7% | -8.9% |
| 6M | +127.0% | +6.5% | +120.6% | +122.6% |
| YTD | +209.1% | +2.2% | +207.0% | +203.8% |
| 1Y | +365.4% | -41.9% | +407.3% | +393.2% |
| 3Y | +1,135.4% | +106.8% | +1,028.6% | +945.4% |
| 5Y | +991.5% | +231.6% | +759.9% | +736.8% |
| 10Y | +3,695.8% | +258.4% | +3,437.4% | +2,652.5% |
| All | +3,472.3% | +132.6% | +3,339.8% | +2,788.8% |
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