+121.0%
FE vs STT
+198.7%
-77.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.3% | +5.1% | -5.4% | -1.4% |
| 30D | +3.9% | -0.2% | +4.1% | +3.8% |
| 3M | -0.1% | -8.1% | +8.0% | +1.6% |
| 6M | +6.1% | +16.6% | -10.6% | +2.1% |
| YTD | +8.1% | +37.8% | -29.8% | -0.3% |
| 1Y | +4.4% | +46.8% | -42.4% | -5.1% |
| 3Y | +49.0% | +181.2% | -132.1% | +14.0% |
| 5Y | +46.1% | +105.1% | -59.0% | +17.6% |
| All | +121.0% | +198.7% | -77.6% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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