+120.5%
STM vs FTI
+1,702.1%
-1,581.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.3% |
| 7D | -10.7% | -7.6% | -3.1% | -7.9% |
| 30D | -25.7% | -7.1% | -18.6% | -23.8% |
| 3M | -21.6% | -8.7% | -12.9% | -19.1% |
| 6M | -27.8% | -14.0% | -13.8% | -24.1% |
| YTD | +61.8% | +42.8% | +18.9% | +41.2% |
| 1Y | +78.1% | +50.4% | +27.7% | +52.5% |
| 3Y | +4.9% | +194.1% | -189.2% | -33.2% |
| 5Y | -14.3% | +775.2% | -789.5% | -66.5% |
| 10Y | +414.1% | +189.2% | +224.9% | +151.8% |
| All | +120.5% | +1,702.1% | -1,581.6% | -62.7% |
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