+100.8%
STM vs FTI
+97.6%
+3.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.7% | -2.3% | +4.0% | +2.2% |
| 30D | -5.2% | +5.0% | -10.2% | -6.0% |
| 3M | -29.6% | +13.8% | -43.5% | -31.6% |
| 6M | +54.4% | +22.9% | +31.5% | +48.6% |
| YTD | +99.5% | +75.0% | +24.5% | +101.8% |
| 1Y | +100.8% | +96.9% | +3.9% | +126.4% |
| All | +100.8% | +97.6% | +3.2% | +126.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling