+657.6%
STM vs FTI
+304.2%
+353.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | -7.4% | +12.3% | -19.7% | -10.4% |
| 3M | -30.6% | +13.8% | -44.4% | -33.3% |
| 6M | +66.4% | +24.3% | +42.1% | +55.9% |
| YTD | +101.1% | +75.8% | +25.4% | +71.4% |
| 1Y | +97.4% | +99.6% | -2.3% | +61.2% |
| 3Y | +21.1% | +278.4% | -257.3% | -20.2% |
| 5Y | +22.5% | +1,168.7% | -1,146.2% | -46.6% |
| 10Y | +657.6% | +297.5% | +360.1% | +297.5% |
| All | +657.6% | +304.2% | +353.3% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling