+175.7%
STM vs FTI
+2,165.1%
-1,989.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.8% | +5.3% | +0.5% | +3.8% |
| 30D | -1.0% | +15.3% | -16.3% | -6.1% |
| 3M | -33.3% | +15.8% | -49.0% | -36.9% |
| 6M | +57.4% | +22.6% | +34.8% | +45.3% |
| YTD | +102.2% | +79.5% | +22.6% | +62.7% |
| 1Y | +99.6% | +102.0% | -2.4% | +52.2% |
| 3Y | +14.5% | +315.8% | -301.3% | -36.0% |
| 5Y | +21.4% | +1,129.5% | -1,108.1% | -58.6% |
| 10Y | +695.0% | +320.9% | +374.0% | +235.4% |
| All | +175.7% | +2,165.1% | -1,989.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling