+260.3%
STT vs FDS
+66.9%
+193.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +2.0% |
| 7D | -1.4% | -16.0% | +14.6% | +5.7% |
| 30D | +2.2% | -6.7% | +8.9% | +4.5% |
| 3M | +18.8% | +6.0% | +12.9% | +13.3% |
| 6M | +57.9% | +25.1% | +32.8% | +36.8% |
| YTD | +51.0% | -8.1% | +59.1% | +50.5% |
| 1Y | +77.1% | -26.0% | +103.2% | +95.3% |
| 3Y | +199.8% | -36.4% | +236.3% | +253.6% |
| 5Y | +156.0% | -27.7% | +183.7% | +176.3% |
| All | +260.3% | +66.9% | +193.5% | +147.3% |
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