+422.5%
STM vs FTI
+185.2%
+237.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.0% | +6.6% |
| 7D | -5.6% | -4.3% | -1.3% | -4.2% |
| 30D | -14.4% | -8.0% | -6.4% | -12.4% |
| 3M | -20.5% | -8.0% | -12.4% | -18.6% |
| 6M | -24.5% | -8.7% | -15.8% | -22.8% |
| YTD | +72.7% | +43.9% | +28.8% | +55.6% |
| 1Y | +91.0% | +49.8% | +41.2% | +70.1% |
| 3Y | +13.5% | +211.7% | -198.2% | -20.8% |
| 5Y | -9.2% | +781.6% | -790.8% | -55.7% |
| 10Y | +422.5% | +180.2% | +242.4% | +197.4% |
| All | +422.5% | +185.2% | +237.3% | +197.4% |
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