+97.4%
STM vs FFIV
+23.1%
+74.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +5.2% | -1.5% | +6.7% | +6.0% |
| 30D | -7.4% | -2.7% | -4.7% | -6.3% |
| 3M | -30.6% | -1.7% | -29.0% | -29.7% |
| 6M | +66.4% | +36.1% | +30.3% | +51.0% |
| YTD | +101.1% | +52.6% | +48.5% | +77.5% |
| 1Y | +97.4% | +21.5% | +75.9% | +75.3% |
| All | +97.4% | +23.1% | +74.3% | +75.3% |
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 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