+194.4%
STT vs FFIV
+124.6%
+69.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.1% |
| 7D | +5.1% | +1.9% | +3.2% | +4.3% |
| 30D | -0.2% | -33.3% | +33.1% | +17.8% |
| 3M | -8.1% | -24.9% | +16.8% | +1.8% |
| 6M | +16.6% | -10.5% | +27.2% | +17.8% |
| YTD | +37.8% | +24.4% | +13.4% | +16.5% |
| 1Y | +46.8% | +32.3% | +14.6% | +20.2% |
| 3Y | +181.2% | +99.7% | +81.4% | +77.8% |
| 5Y | +105.1% | +38.4% | +66.7% | +53.9% |
| All | +194.4% | +124.6% | +69.8% | +53.2% |
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