+661.5%
STM vs FFIV
+216.0%
+445.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +5.8% | -1.0% | +6.7% | +6.4% |
| 30D | -1.0% | -5.1% | +4.1% | +2.1% |
| 3M | -33.3% | -4.5% | -28.8% | -30.9% |
| 6M | +57.4% | +36.5% | +20.9% | +26.9% |
| YTD | +102.2% | +53.0% | +49.2% | +49.7% |
| 1Y | +99.6% | +24.2% | +75.4% | +67.8% |
| 3Y | +14.5% | +137.2% | -122.7% | -40.2% |
| 5Y | +21.4% | +91.8% | -70.4% | -27.9% |
| All | +661.5% | +216.0% | +445.5% | +185.5% |
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