-21.7%
FN vs STT
+47.3%
-69.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.2% | +8.7% | +8.5% |
| 7D | +16.3% | +0.9% | +15.4% | +16.0% |
| 30D | -24.7% | -2.3% | -22.4% | -22.3% |
| 3M | -34.9% | -7.0% | -27.9% | -29.6% |
| 6M | -41.1% | +15.5% | -56.6% | -48.1% |
| YTD | -19.6% | +35.6% | -55.2% | -42.5% |
| All | -21.7% | +47.3% | -69.0% | -49.4% |
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