+2,625.3%
FN vs STT
+585.2%
+2,040.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.7% | -9.5% | -11.9% |
| 7D | -16.0% | -4.9% | -11.1% | -13.6% |
| 30D | -40.1% | -6.0% | -34.1% | -37.9% |
| 3M | -43.9% | -11.7% | -32.2% | -40.0% |
| 6M | -55.6% | +11.7% | -67.3% | -57.8% |
| YTD | -35.7% | +30.4% | -66.1% | -43.3% |
| 1Y | -39.8% | +43.9% | -83.8% | -49.3% |
| 3Y | +80.3% | +165.4% | -85.1% | +12.8% |
| 5Y | +143.3% | +101.0% | +42.3% | +66.3% |
| 10Y | +682.3% | +210.7% | +471.6% | +283.7% |
| All | +2,625.3% | +585.2% | +2,040.1% | +700.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling