+103.1%
STT vs FND
-63.9%
+167.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +4.8% | -6.8% | +11.6% | +6.6% |
| 30D | +3.9% | +8.0% | -4.1% | +1.5% |
| 3M | -8.2% | -18.9% | +10.8% | -3.6% |
| 6M | +15.6% | +4.7% | +10.9% | +11.5% |
| YTD | +37.6% | -21.6% | +59.2% | +42.2% |
| 1Y | +50.1% | -22.0% | +72.1% | +55.1% |
| 3Y | +183.1% | -40.4% | +223.5% | +198.6% |
| All | +103.1% | -63.9% | +167.0% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling