+303.4%
FTI vs STT
+269.0%
+34.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -2.3% | +1.0% | -3.3% | -3.0% |
| 30D | +5.0% | +2.8% | +2.2% | +2.9% |
| 3M | +13.8% | +18.1% | -4.3% | +0.8% |
| 6M | +22.9% | +59.2% | -36.3% | -12.2% |
| YTD | +75.0% | +51.5% | +23.5% | +28.7% |
| 1Y | +96.9% | +75.7% | +21.2% | +29.5% |
| 3Y | +276.7% | +200.8% | +76.0% | +65.4% |
| 5Y | +1,157.0% | +155.8% | +1,001.2% | +475.8% |
| All | +303.4% | +269.0% | +34.4% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling