+77.1%
STT vs FTV
+15.4%
+61.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -1.4% | -5.2% | +3.8% | +0.4% |
| 30D | +2.2% | -11.5% | +13.7% | +6.4% |
| 3M | +18.8% | -9.0% | +27.9% | +22.3% |
| 6M | +57.9% | -2.0% | +59.9% | +57.6% |
| YTD | +51.0% | -0.9% | +51.9% | +50.3% |
| 1Y | +77.1% | +14.8% | +62.3% | +67.7% |
| All | +77.1% | +15.4% | +61.7% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling