+197.6%
STT vs FDS
+127.5%
+70.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | -1.9% | +13.5% | -15.4% | -7.1% |
| 3M | -7.6% | +15.2% | -22.7% | -13.8% |
| 6M | +16.0% | +47.0% | -31.1% | -5.3% |
| YTD | +36.2% | +13.9% | +22.3% | +23.5% |
| 1Y | +46.8% | +25.2% | +21.6% | +25.9% |
| 3Y | +177.8% | -25.3% | +203.1% | +208.1% |
| 5Y | +105.8% | -23.3% | +129.1% | +121.3% |
| 10Y | +197.6% | +126.0% | +71.5% | +83.7% |
| All | +197.6% | +127.5% | +70.1% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling