+241.0%
STM vs FFIV
+5,965.2%
-5,724.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -10.7% | -8.1% | -2.6% | -8.4% |
| 30D | -25.7% | -33.4% | +7.7% | -17.1% |
| 3M | -21.6% | -24.7% | +3.2% | -15.6% |
| 6M | -27.8% | -8.8% | -18.9% | -26.1% |
| YTD | +61.8% | +21.8% | +40.0% | +52.1% |
| 1Y | +78.1% | +25.3% | +52.8% | +66.0% |
| 3Y | +4.9% | +101.2% | -96.3% | -14.5% |
| 5Y | -14.3% | +40.2% | -54.5% | -22.4% |
| 10Y | +414.1% | +129.0% | +285.0% | +311.3% |
| All | +241.0% | +5,965.2% | -5,724.2% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling