+102.0%
FTI vs STT
+75.3%
+26.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +5.3% | +0.5% | +4.8% | +5.1% |
| 30D | +15.3% | +3.9% | +11.5% | +14.1% |
| 3M | +15.8% | +20.0% | -4.2% | +10.0% |
| 6M | +22.6% | +55.3% | -32.7% | +7.6% |
| YTD | +79.5% | +53.3% | +26.2% | +57.7% |
| 1Y | +102.0% | +74.7% | +27.3% | +74.4% |
| All | +102.0% | +75.3% | +26.7% | +74.4% |
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