+97.4%
STM vs FTV
+19.1%
+78.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | +5.2% | -0.4% | +5.6% | +5.3% |
| 30D | -7.4% | -8.3% | +1.0% | -4.2% |
| 3M | -30.6% | -7.4% | -23.2% | -28.8% |
| 6M | +66.4% | -1.2% | +67.6% | +64.0% |
| YTD | +101.1% | +2.7% | +98.5% | +92.1% |
| 1Y | +97.4% | +18.4% | +78.9% | +76.1% |
| All | +97.4% | +19.1% | +78.2% | +76.1% |
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