-15.3%
FPS vs STT
+35.1%
-50.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +1.5% | +12.9% | +12.4% |
| 7D | +9.5% | +0.4% | +9.1% | +10.2% |
| 30D | -33.8% | -0.4% | -33.3% | -32.5% |
| 3M | -34.9% | -6.5% | -28.4% | -29.2% |
| 6M | -42.9% | +17.2% | -60.1% | -51.3% |
| All | -15.3% | +35.1% | -50.4% | -39.5% |
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