+392.6%
STM vs FFIV
+126.1%
+266.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.6% |
| 7D | -10.7% | -8.1% | -2.6% | -5.4% |
| 30D | -25.7% | -33.4% | +7.7% | -5.1% |
| 3M | -21.6% | -24.7% | +3.2% | -8.4% |
| 6M | -27.8% | -8.8% | -18.9% | -25.2% |
| YTD | +61.8% | +21.8% | +40.0% | +35.5% |
| 1Y | +78.1% | +25.3% | +52.8% | +46.0% |
| 3Y | +4.9% | +101.2% | -96.3% | -40.6% |
| 5Y | -14.3% | +40.2% | -54.5% | -38.6% |
| All | +392.6% | +126.1% | +266.5% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling