-27.8%
STM vs FFIV
-8.6%
-19.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.6% |
| 7D | -10.7% | -8.1% | -2.6% | -6.4% |
| 30D | -25.7% | -33.4% | +7.7% | -9.4% |
| 3M | -21.6% | -24.7% | +3.2% | -14.6% |
| 6M | -27.8% | -8.8% | -18.9% | -34.6% |
| All | -27.8% | -8.6% | -19.2% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling