+138.7%
STT vs FGI
-70.4%
+209.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | +0.1% |
| 7D | +0.5% | +0.5% | -0.1% | +0.5% |
| 30D | +3.9% | +65.4% | -61.5% | +2.4% |
| 3M | +20.0% | +23.5% | -3.5% | +18.7% |
| 6M | +55.3% | +60.5% | -5.2% | +51.9% |
| YTD | +53.3% | +30.0% | +23.3% | +50.3% |
| 1Y | +74.7% | +82.1% | -7.4% | +69.4% |
| 3Y | +205.8% | -4.4% | +210.2% | +199.0% |
| All | +138.7% | -70.4% | +209.1% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling