+76.3%
STT vs FFIV
+23.1%
+53.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +2.2% | -1.5% | +3.7% | +2.5% |
| 30D | +3.9% | -2.7% | +6.5% | +4.4% |
| 3M | +19.2% | -1.7% | +20.8% | +19.3% |
| 6M | +60.4% | +36.1% | +24.3% | +47.4% |
| YTD | +51.5% | +52.6% | -1.2% | +34.7% |
| 1Y | +76.3% | +21.5% | +54.8% | +65.8% |
| All | +76.3% | +23.1% | +53.2% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling