+160.3%
FN vs STT
+207.1%
-46.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.0% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | -22.0% | +3.9% | -25.8% | -24.0% |
| 3M | -43.0% | +20.0% | -63.0% | -49.8% |
| 6M | -27.7% | +55.3% | -83.1% | -47.1% |
| YTD | -10.5% | +53.3% | -63.9% | -34.1% |
| 1Y | +12.5% | +74.7% | -62.2% | -23.9% |
| All | +160.3% | +207.1% | -46.8% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling