+49.3%
STT vs FFIV
+32.9%
+16.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +0.4% | -2.9% | +3.4% | +1.0% |
| 30D | -0.4% | -32.4% | +32.0% | +5.6% |
| 3M | -6.5% | -22.7% | +16.2% | -4.1% |
| 6M | +17.2% | -10.7% | +27.9% | +15.2% |
| YTD | +38.2% | +25.4% | +12.8% | +18.6% |
| 1Y | +49.3% | +34.2% | +15.1% | +23.9% |
| All | +49.3% | +32.9% | +16.4% | +23.9% |
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