+10.3%
STM vs FFIV
+102.8%
-92.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -7.9% | -4.2% | -3.7% | -5.4% |
| 30D | -14.1% | -33.9% | +19.7% | +5.9% |
| 3M | -17.6% | -22.6% | +5.0% | -7.9% |
| 6M | -24.2% | -10.4% | -13.9% | -21.4% |
| YTD | +73.3% | +24.3% | +49.0% | +47.7% |
| 1Y | +90.1% | +31.8% | +58.3% | +56.3% |
| 3Y | +10.3% | +99.5% | -89.2% | -29.8% |
| All | +10.3% | +102.8% | -92.5% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling