+581.0%
FE vs STT
+825.8%
-244.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.7% |
| 7D | +0.6% | -4.9% | +5.5% | +1.5% |
| 30D | +6.4% | -6.0% | +12.4% | +7.5% |
| 3M | -0.5% | -11.7% | +11.2% | +1.7% |
| 6M | +4.7% | +11.7% | -6.9% | +2.3% |
| YTD | +8.4% | +30.4% | -22.1% | +2.5% |
| 1Y | +7.2% | +43.9% | -36.7% | -0.4% |
| 3Y | +44.9% | +165.4% | -120.5% | +18.9% |
| 5Y | +46.3% | +101.0% | -54.7% | +23.9% |
| 10Y | +110.3% | +210.7% | -100.4% | +57.9% |
| All | +581.0% | +825.8% | -244.8% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling