+201.0%
STT vs FFIV
+132.4%
+68.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.2% |
| 7D | +0.9% | -2.1% | +3.0% | +1.9% |
| 30D | -2.3% | -33.8% | +31.4% | +15.7% |
| 3M | -7.0% | -20.6% | +13.6% | +0.3% |
| 6M | +15.5% | -10.2% | +25.7% | +16.5% |
| YTD | +35.6% | +24.5% | +11.1% | +14.6% |
| 1Y | +47.9% | +29.3% | +18.6% | +22.4% |
| 3Y | +181.1% | +103.8% | +77.3% | +75.8% |
| 5Y | +108.2% | +40.9% | +67.3% | +54.8% |
| 10Y | +201.0% | +126.6% | +74.4% | +56.3% |
| All | +201.0% | +132.4% | +68.6% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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