-4.6%
STM vs FFIV
+35.3%
-39.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +2.3% |
| 7D | +12.0% | -0.5% | +12.6% | +12.4% |
| 30D | -0.4% | -32.4% | +32.0% | +25.3% |
| 3M | -13.2% | -25.7% | +12.5% | +1.9% |
| 6M | -26.1% | -13.5% | -12.6% | -21.2% |
| YTD | +81.2% | +21.1% | +60.1% | +51.3% |
| 1Y | +98.3% | +29.4% | +68.9% | +57.8% |
| 3Y | +16.7% | +94.9% | -78.2% | -35.0% |
| All | -4.6% | +35.3% | -39.9% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling