+98.3%
STM vs FFIV
+28.7%
+69.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.9% |
| 7D | +12.0% | -0.5% | +12.6% | +12.3% |
| 30D | -0.4% | -32.4% | +32.0% | +18.2% |
| 3M | -13.2% | -25.7% | +12.5% | -2.8% |
| 6M | -26.1% | -13.5% | -12.6% | -22.0% |
| YTD | +81.2% | +21.1% | +60.1% | +66.1% |
| 1Y | +98.3% | +29.4% | +68.9% | +75.7% |
| All | +98.3% | +28.7% | +69.6% | +75.7% |
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