+262.0%
STT vs FFIV
+224.0%
+38.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +2.2% | -1.5% | +3.7% | +2.9% |
| 30D | +3.9% | -2.7% | +6.5% | +4.9% |
| 3M | +19.2% | -1.7% | +20.8% | +19.2% |
| 6M | +60.4% | +36.1% | +24.3% | +35.4% |
| YTD | +51.5% | +52.6% | -1.2% | +20.1% |
| 1Y | +76.3% | +21.5% | +54.8% | +55.4% |
| 3Y | +200.7% | +142.7% | +58.1% | +80.0% |
| 5Y | +157.5% | +92.6% | +64.9% | +69.5% |
| 10Y | +262.0% | +225.5% | +36.5% | +71.3% |
| All | +262.0% | +224.0% | +38.0% | +71.3% |
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