+948.0%
STM vs FTV
+90.8%
+857.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.6% |
| 7D | +5.8% | -4.5% | +10.3% | +9.6% |
| 30D | -1.0% | -7.1% | +6.1% | +4.9% |
| 3M | -33.3% | -7.2% | -26.1% | -30.2% |
| 6M | +57.4% | -1.5% | +58.9% | +56.6% |
| YTD | +102.2% | +3.5% | +98.7% | +91.0% |
| 1Y | +99.6% | +20.3% | +79.2% | +65.4% |
| 3Y | +14.5% | -3.1% | +17.6% | +13.1% |
| 5Y | +21.4% | +2.3% | +19.0% | +14.1% |
| 10Y | +695.0% | +76.3% | +618.6% | +400.0% |
| All | +948.0% | +90.8% | +857.2% | +540.5% |
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