+201.0%
STT vs FDS
+135.1%
+65.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | +0.9% | -5.0% | +5.9% | +2.9% |
| 30D | -2.3% | +13.8% | -16.1% | -7.6% |
| 3M | -7.0% | +14.8% | -21.8% | -13.2% |
| 6M | +15.5% | +47.4% | -31.9% | -5.8% |
| YTD | +35.6% | +14.2% | +21.4% | +22.8% |
| 1Y | +47.9% | +26.6% | +21.2% | +26.0% |
| 3Y | +181.1% | -24.4% | +205.5% | +209.7% |
| 5Y | +108.2% | -22.6% | +130.8% | +122.8% |
| 10Y | +201.0% | +130.0% | +71.0% | +83.8% |
| All | +201.0% | +135.1% | +65.9% | +83.8% |
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