+743.6%
FN vs STT
+204.5%
+539.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.6% |
| 7D | 0.0% | -2.5% | +2.4% | +1.4% |
| 30D | -34.3% | -5.0% | -29.4% | -32.4% |
| 3M | -39.9% | -10.5% | -29.4% | -36.3% |
| 6M | -51.8% | +10.0% | -61.8% | -53.7% |
| YTD | -28.1% | +30.7% | -58.8% | -36.2% |
| 1Y | -29.1% | +43.8% | -72.8% | -39.5% |
| 3Y | +102.4% | +168.1% | -65.6% | +31.0% |
| 5Y | +171.7% | +101.4% | +70.3% | +90.8% |
| All | +743.6% | +204.5% | +539.0% | +416.9% |
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