+197.6%
STT vs FTV
+107.5%
+90.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | +1.1% | +1.4% | -0.3% | +0.2% |
| 30D | -1.9% | +18.3% | -20.2% | -13.0% |
| 3M | -7.6% | +9.8% | -17.4% | -13.9% |
| 6M | +16.0% | +12.3% | +3.7% | +5.5% |
| YTD | +36.2% | +23.1% | +13.1% | +14.2% |
| 1Y | +46.8% | +32.5% | +14.3% | +16.3% |
| 3Y | +177.8% | +38.3% | +139.5% | +106.4% |
| 5Y | +105.8% | +16.8% | +89.0% | +71.3% |
| 10Y | +197.6% | +106.6% | +91.0% | +74.6% |
| All | +197.6% | +107.5% | +90.1% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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