+183.1%
STT vs FFIV
+95.4%
+87.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.6% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | +3.9% | -32.4% | +36.3% | +14.4% |
| 3M | -8.2% | -25.7% | +17.5% | -2.3% |
| 6M | +15.6% | -13.5% | +29.1% | +16.3% |
| YTD | +37.6% | +21.1% | +16.5% | +21.3% |
| 1Y | +50.1% | +29.4% | +20.7% | +29.0% |
| 3Y | +183.1% | +94.9% | +88.2% | +101.7% |
| All | +183.1% | +95.4% | +87.7% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling