+170.9%
STT vs FND
+68.8%
+102.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.4% | -4.4% | +4.8% | +1.6% |
| 30D | -0.4% | +14.5% | -14.9% | -4.3% |
| 3M | -6.5% | -15.6% | +9.1% | -2.8% |
| 6M | +17.2% | +4.7% | +12.5% | +13.3% |
| YTD | +38.2% | -16.1% | +54.4% | +40.3% |
| 1Y | +49.3% | -16.0% | +65.3% | +51.2% |
| 3Y | +181.9% | -35.5% | +217.4% | +194.2% |
| 5Y | +106.9% | -60.5% | +167.4% | +135.5% |
| All | +170.9% | +68.8% | +102.1% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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