+81.3%
FN vs STT
+164.8%
-83.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.7% | -9.5% | -10.6% |
| 7D | -16.0% | -4.9% | -11.1% | -12.3% |
| 30D | -40.1% | -6.0% | -34.1% | -36.8% |
| 3M | -43.9% | -11.7% | -32.2% | -38.0% |
| 6M | -55.6% | +11.7% | -67.3% | -58.7% |
| YTD | -35.7% | +30.4% | -66.1% | -46.7% |
| 1Y | -39.8% | +43.9% | -83.8% | -53.3% |
| All | +81.3% | +164.8% | -83.5% | -8.9% |
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 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