+99.6%
STM vs FFIV
+25.9%
+73.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +5.8% | -1.0% | +6.7% | +6.3% |
| 30D | -1.0% | -5.1% | +4.1% | +1.3% |
| 3M | -33.3% | -4.5% | -28.8% | -31.5% |
| 6M | +57.4% | +36.5% | +20.9% | +42.7% |
| YTD | +102.2% | +53.0% | +49.2% | +78.4% |
| 1Y | +99.6% | +24.2% | +75.4% | +76.0% |
| All | +99.6% | +25.9% | +73.7% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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