+112.0%
STT vs FGI
-70.0%
+182.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | +1.1% | -4.1% | +5.2% | +1.2% |
| 30D | -1.9% | -3.4% | +1.4% | -1.9% |
| 3M | -7.6% | +61.8% | -69.4% | -8.9% |
| 6M | +16.0% | +17.0% | -1.0% | +14.7% |
| YTD | +36.2% | +31.4% | +4.8% | +33.4% |
| 1Y | +46.8% | +42.7% | +4.1% | +43.4% |
| 3Y | +177.8% | -0.1% | +177.9% | +171.2% |
| All | +112.0% | -70.0% | +182.0% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling