+154.5%
STT vs FDS
-17.4%
+171.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.1% |
| 7D | +0.5% | -1.9% | +2.4% | +1.0% |
| 30D | +3.9% | +9.0% | -5.2% | +1.2% |
| 3M | +20.0% | +18.9% | +1.1% | +13.0% |
| 6M | +55.3% | +35.1% | +20.2% | +38.4% |
| YTD | +53.3% | +5.5% | +47.8% | +50.6% |
| 1Y | +74.7% | -16.8% | +91.5% | +91.0% |
| 3Y | +205.8% | -28.1% | +233.9% | +254.6% |
| All | +154.5% | -17.4% | +171.9% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling