+1,168.7%
FTI vs STT
+150.3%
+1,018.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | -0.2% | +2.2% | -2.4% | -1.3% |
| 30D | +12.3% | +3.9% | +8.4% | +10.1% |
| 3M | +13.8% | +19.2% | -5.4% | +3.7% |
| 6M | +24.3% | +60.4% | -36.1% | -3.3% |
| YTD | +75.8% | +51.5% | +24.3% | +40.5% |
| 1Y | +99.6% | +76.3% | +23.3% | +46.6% |
| 3Y | +278.4% | +200.7% | +77.7% | +109.1% |
| 5Y | +1,168.7% | +157.5% | +1,011.2% | +582.8% |
| All | +1,168.7% | +150.3% | +1,018.4% | +582.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling