+157.5%
STT vs FTV
+4.3%
+153.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.8% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | +3.9% | -8.3% | +12.2% | +9.5% |
| 3M | +19.2% | -7.4% | +26.6% | +24.1% |
| 6M | +60.4% | -1.2% | +61.6% | +59.7% |
| YTD | +51.5% | +2.7% | +48.8% | +45.7% |
| 1Y | +76.3% | +18.4% | +57.8% | +53.3% |
| 3Y | +200.7% | -2.0% | +202.8% | +191.0% |
| 5Y | +157.5% | +3.4% | +154.1% | +116.9% |
| All | +157.5% | +4.3% | +153.2% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling