+155.8%
STT vs FND
-61.3%
+217.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.0% | -0.8% | +1.7% | +1.2% |
| 30D | +2.8% | -19.6% | +22.4% | +8.6% |
| 3M | +18.1% | -4.3% | +22.5% | +17.9% |
| 6M | +59.2% | -20.4% | +79.7% | +65.9% |
| YTD | +51.5% | -21.9% | +73.3% | +57.5% |
| 1Y | +75.7% | -45.2% | +120.9% | +102.0% |
| 3Y | +200.8% | -49.2% | +250.0% | +235.9% |
| 5Y | +155.8% | -61.8% | +217.6% | +180.3% |
| All | +155.8% | -61.3% | +217.0% | +180.3% |
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