+179.6%
STT vs FDS
-24.3%
+203.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | +0.9% | -5.0% | +5.9% | +1.5% |
| 30D | -2.3% | +13.8% | -16.1% | -4.0% |
| 3M | -7.5% | +14.8% | -22.3% | -9.3% |
| 6M | +14.9% | +47.4% | -32.5% | +7.0% |
| YTD | +34.9% | +14.2% | +20.7% | +34.8% |
| 1Y | +47.1% | +26.6% | +20.4% | +41.2% |
| 3Y | +179.6% | -24.4% | +204.0% | +223.3% |
| All | +179.6% | -24.3% | +203.9% | +223.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling