+291.9%
FTI vs STT
+267.9%
+24.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -5.6% | -1.4% | -4.3% | -4.7% |
| 30D | +0.4% | +2.2% | -1.8% | -1.3% |
| 3M | +8.1% | +18.8% | -10.7% | -4.6% |
| 6M | +16.7% | +57.9% | -41.2% | -16.2% |
| YTD | +70.0% | +51.0% | +19.0% | +25.3% |
| 1Y | +85.4% | +77.1% | +8.3% | +21.3% |
| 3Y | +265.9% | +199.8% | +66.1% | +61.0% |
| 5Y | +1,072.7% | +156.0% | +916.8% | +436.8% |
| All | +291.9% | +267.9% | +24.0% | +40.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling