+99.6%
STM vs FTV
+21.5%
+78.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +5.8% | -4.6% | +10.4% | +7.7% |
| 30D | -1.0% | -7.2% | +6.2% | +1.9% |
| 3M | -33.3% | -7.3% | -26.0% | -31.4% |
| 6M | +57.4% | -1.6% | +59.0% | +55.5% |
| YTD | +102.2% | +3.3% | +98.8% | +92.6% |
| 1Y | +99.6% | +20.2% | +79.4% | +76.6% |
| All | +99.6% | +21.5% | +78.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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