+2,159.9%
FTI vs STT
+521.0%
+1,639.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +5.3% | +0.5% | +4.8% | +5.0% |
| 30D | +15.3% | +3.9% | +11.5% | +13.3% |
| 3M | +15.8% | +20.0% | -4.2% | +6.2% |
| 6M | +22.6% | +55.3% | -32.7% | -0.5% |
| YTD | +79.5% | +53.3% | +26.2% | +46.2% |
| 1Y | +102.0% | +74.7% | +27.3% | +54.5% |
| 3Y | +315.8% | +205.8% | +110.0% | +145.2% |
| 5Y | +1,129.5% | +145.0% | +984.5% | +678.3% |
| 10Y | +320.9% | +266.0% | +54.9% | +130.3% |
| All | +2,159.9% | +521.0% | +1,639.0% | +645.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling