+391.5%
STT vs FTV
+90.8%
+300.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.8% |
| 7D | +0.5% | -4.5% | +5.0% | +3.7% |
| 30D | +3.9% | -7.1% | +10.9% | +9.2% |
| 3M | +20.0% | -7.2% | +27.1% | +25.3% |
| 6M | +55.3% | -1.5% | +56.8% | +55.0% |
| YTD | +53.3% | +3.5% | +49.9% | +46.1% |
| 1Y | +74.7% | +20.3% | +54.4% | +48.3% |
| 3Y | +205.8% | -3.1% | +208.9% | +196.6% |
| 5Y | +145.0% | +2.3% | +142.7% | +124.4% |
| 10Y | +266.0% | +76.3% | +189.7% | +149.0% |
| All | +391.5% | +90.8% | +300.7% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling