+51.5%
FE vs STT
+207.1%
-155.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +1.9% | +0.5% | +1.5% | +1.9% |
| 30D | -1.2% | +3.9% | -5.0% | -1.5% |
| 3M | +3.5% | +20.0% | -16.5% | +1.7% |
| 6M | -6.1% | +55.3% | -61.4% | -10.4% |
| YTD | +7.6% | +53.3% | -45.7% | +2.5% |
| 1Y | +11.9% | +74.7% | -62.8% | +4.3% |
| All | +51.5% | +207.1% | -155.6% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling