+114.3%
STT vs FGI
-74.8%
+189.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -25.2% | +25.0% | +0.1% |
| 7D | +4.8% | -14.4% | +19.2% | +4.9% |
| 30D | +3.9% | -11.8% | +15.7% | +4.0% |
| 3M | -8.2% | -46.2% | +38.1% | -7.6% |
| 6M | +15.6% | +5.2% | +10.4% | +14.4% |
| YTD | +37.6% | +10.5% | +27.1% | +35.0% |
| 1Y | +50.1% | +25.5% | +24.6% | +46.8% |
| 3Y | +183.1% | -16.0% | +199.1% | +176.7% |
| All | +114.3% | -74.8% | +189.1% | +111.2% |
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