+21.0%
STM vs FTV
+2.3%
+18.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.7% |
| 7D | +5.8% | -4.5% | +10.3% | +9.8% |
| 30D | -1.0% | -7.1% | +6.1% | +5.2% |
| 3M | -33.3% | -7.2% | -26.1% | -30.0% |
| 6M | +57.4% | -1.5% | +58.9% | +56.0% |
| YTD | +102.2% | +3.5% | +98.7% | +89.1% |
| 1Y | +99.6% | +20.3% | +79.2% | +60.8% |
| 3Y | +14.5% | -3.1% | +17.6% | +11.4% |
| All | +21.0% | +2.3% | +18.6% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling