+99.4%
STT vs FFIV
+39.5%
+59.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.5% | -8.1% | +5.6% | +0.7% |
| 30D | -5.0% | -33.4% | +28.4% | +9.6% |
| 3M | -10.5% | -24.7% | +14.3% | -2.6% |
| 6M | +10.0% | -8.8% | +18.9% | +9.1% |
| YTD | +30.7% | +21.8% | +8.9% | +11.6% |
| 1Y | +43.8% | +25.3% | +18.5% | +21.0% |
| 3Y | +168.1% | +101.2% | +66.9% | +67.4% |
| All | +99.4% | +39.5% | +59.9% | +40.6% |
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