+738.4%
STM vs FTV
+119.0%
+619.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | -10.7% | +0.2% | -11.0% | -10.7% |
| 30D | -25.7% | +15.7% | -41.4% | -33.9% |
| 3M | -21.6% | +7.5% | -29.1% | -26.1% |
| 6M | -27.8% | +8.5% | -36.3% | -33.3% |
| YTD | +61.8% | +18.8% | +43.0% | +36.8% |
| 1Y | +78.1% | +28.5% | +49.6% | +40.9% |
| 3Y | +4.9% | +34.0% | -29.1% | -20.0% |
| 5Y | -14.3% | +12.6% | -26.9% | -25.4% |
| 10Y | +414.1% | +111.4% | +302.6% | +187.3% |
| All | +738.4% | +119.0% | +619.4% | +358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling