+50.1%
STT vs FGI
+17.8%
+32.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.7% |
| 6M | +15.6% | +5.2% | +10.4% | +14.5% |
| YTD | +37.6% | +10.5% | +27.1% | +33.9% |
| 1Y | +50.1% | +25.5% | +24.6% | +44.3% |
| All | +50.1% | +17.8% | +32.4% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling