-25.7%
FN vs STT
+53.6%
-79.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.1% | -8.0% |
| 7D | -7.0% | -0.1% | -6.9% | -6.9% |
| 30D | -24.7% | -1.7% | -23.0% | -23.4% |
| 3M | -35.7% | -6.4% | -29.3% | -31.5% |
| 6M | -52.4% | +17.7% | -70.1% | -59.2% |
| YTD | -25.0% | +36.9% | -61.8% | -47.4% |
| 1Y | -25.7% | +52.0% | -77.7% | -55.1% |
| All | -25.7% | +53.6% | -79.2% | -55.1% |
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 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