+463.1%
STM vs FFIV
+130.1%
+333.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.9% |
| 7D | +1.4% | -2.9% | +4.4% | +3.9% |
| 30D | -8.4% | -32.4% | +24.1% | +16.2% |
| 3M | -15.8% | -22.7% | +6.9% | -3.1% |
| 6M | -22.8% | -10.7% | -12.1% | -18.9% |
| YTD | +79.4% | +25.4% | +54.0% | +47.5% |
| 1Y | +97.0% | +34.2% | +62.8% | +54.4% |
| 3Y | +14.2% | +101.2% | -87.0% | -35.2% |
| 5Y | -4.5% | +42.0% | -46.4% | -32.0% |
| 10Y | +463.1% | +126.7% | +336.4% | +167.3% |
| All | +463.1% | +130.1% | +333.0% | +167.3% |
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