+103.4%
STT vs FGI
-70.6%
+174.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -2.5% | -7.0% | +4.5% | -2.4% |
| 30D | -5.0% | -4.2% | -0.7% | -4.9% |
| 3M | -10.5% | +55.6% | -66.1% | -11.7% |
| 6M | +10.0% | -3.2% | +13.2% | +9.1% |
| YTD | +30.7% | +29.1% | +1.6% | +28.0% |
| 1Y | +43.8% | +51.0% | -7.2% | +40.4% |
| 3Y | +168.1% | +1.5% | +166.6% | +161.2% |
| All | +103.4% | -70.6% | +174.0% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling