+693.0%
FN vs STT
+198.3%
+494.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.2% |
| 7D | +0.3% | +4.8% | -4.5% | -1.8% |
| 30D | -16.5% | +3.9% | -20.5% | -17.6% |
| 3M | -42.1% | -8.2% | -33.9% | -39.3% |
| 6M | -52.9% | +15.6% | -68.5% | -55.8% |
| YTD | -28.0% | +37.6% | -65.6% | -37.5% |
| 1Y | -18.5% | +50.1% | -68.6% | -31.9% |
| 3Y | +93.9% | +183.1% | -89.2% | +22.2% |
| 5Y | +170.5% | +104.8% | +65.7% | +88.1% |
| All | +693.0% | +198.3% | +494.7% | +342.7% |
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