+422.5%
STM vs FFIV
+132.4%
+290.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.5% | +5.3% |
| 7D | -5.6% | -2.1% | -3.5% | -3.8% |
| 30D | -14.4% | -33.8% | +19.3% | +10.0% |
| 3M | -20.5% | -20.6% | +0.1% | -10.3% |
| 6M | -24.5% | -10.2% | -14.3% | -21.0% |
| YTD | +72.7% | +24.5% | +48.2% | +42.7% |
| 1Y | +91.0% | +29.3% | +61.7% | +53.4% |
| 3Y | +13.5% | +103.8% | -90.3% | -36.2% |
| 5Y | -9.2% | +40.9% | -50.1% | -35.1% |
| 10Y | +422.5% | +126.6% | +295.9% | +148.0% |
| All | +422.5% | +132.4% | +290.1% | +148.0% |
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 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