+154.5%
STT vs FFIV
+91.3%
+63.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.5% | -1.0% | +1.4% | +0.8% |
| 30D | +3.9% | -5.1% | +8.9% | +5.9% |
| 3M | +20.0% | -4.5% | +24.4% | +21.5% |
| 6M | +55.3% | +36.5% | +18.8% | +32.6% |
| YTD | +53.3% | +53.0% | +0.4% | +23.5% |
| 1Y | +74.7% | +24.2% | +50.5% | +54.0% |
| 3Y | +205.8% | +137.2% | +68.6% | +88.2% |
| All | +154.5% | +91.3% | +63.2% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling