+16.7%
STM vs FTV
+39.2%
-22.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | +3.9% | +8.1% | +8.9% |
| 30D | -0.4% | +18.7% | -19.0% | -12.0% |
| 3M | -13.2% | +10.0% | -23.2% | -19.0% |
| 6M | -26.1% | +14.6% | -40.6% | -33.9% |
| YTD | +81.2% | +23.4% | +57.8% | +49.2% |
| 1Y | +98.3% | +31.3% | +67.0% | +54.1% |
| 3Y | +16.7% | +39.8% | -23.1% | -18.9% |
| All | +16.7% | +39.2% | -22.5% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling