+906.2%
FN vs STT
+267.1%
+639.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | -22.0% | +3.9% | -25.8% | -23.3% |
| 3M | -43.0% | +20.0% | -63.0% | -47.7% |
| 6M | -27.7% | +55.3% | -83.1% | -41.2% |
| YTD | -10.5% | +53.3% | -63.9% | -26.8% |
| 1Y | +12.5% | +74.7% | -62.2% | -13.1% |
| 3Y | +153.8% | +205.8% | -52.0% | +52.4% |
| 5Y | +288.0% | +145.0% | +143.0% | +146.0% |
| All | +906.2% | +267.1% | +639.1% | +366.0% |
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