+195.6%
STT vs FTV
-3.3%
+198.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +1.0% | -1.3% | +2.2% | +1.6% |
| 30D | +2.8% | -9.5% | +12.3% | +7.7% |
| 3M | +18.1% | -10.9% | +29.0% | +24.3% |
| 6M | +59.2% | -0.6% | +59.8% | +58.2% |
| YTD | +51.5% | +1.4% | +50.0% | +48.1% |
| 1Y | +75.7% | +17.6% | +58.0% | +58.0% |
| All | +195.6% | -3.3% | +198.9% | +183.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling