+4.5%
FE vs STT
+46.5%
-42.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -0.5% | +1.1% | -1.6% | -0.4% |
| 30D | +4.3% | -1.9% | +6.2% | +4.2% |
| 3M | +0.4% | -7.6% | +8.0% | 0.0% |
| 6M | +6.9% | +16.0% | -9.0% | +9.4% |
| YTD | +8.0% | +36.2% | -28.2% | +11.6% |
| All | +4.5% | +46.5% | -42.0% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling