+21.0%
STM vs FFIV
+91.3%
-70.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| 3M | -33.3% | -4.5% | -28.8% | -31.0% |
| 6M | +57.4% | +36.5% | +20.9% | +27.8% |
| YTD | +102.2% | +53.0% | +49.2% | +50.9% |
| 1Y | +99.6% | +24.2% | +75.4% | +69.0% |
| 3Y | +14.5% | +137.2% | -122.7% | -40.5% |
| All | +21.0% | +91.3% | -70.3% | -30.2% |
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