+444.1%
STM vs FTI
+178.7%
+265.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -7.9% | -3.3% | -4.6% | -6.8% |
| 30D | -14.1% | -7.2% | -6.9% | -12.3% |
| 3M | -17.6% | -12.9% | -4.7% | -14.3% |
| 6M | -24.2% | -7.9% | -16.4% | -22.7% |
| YTD | +73.3% | +45.2% | +28.1% | +55.7% |
| 1Y | +90.1% | +48.1% | +42.0% | +69.8% |
| 3Y | +10.3% | +205.0% | -194.6% | -22.6% |
| 5Y | -5.7% | +838.8% | -844.6% | -55.0% |
| 10Y | +444.1% | +174.8% | +269.3% | +211.3% |
| All | +444.1% | +178.7% | +265.4% | +211.3% |
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