+264.3%
STT vs FWONK
+340.2%
-75.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +1.7% | -7.7% | +9.5% | +4.7% |
| 3M | +17.9% | +5.7% | +12.2% | +14.8% |
| 6M | +55.3% | +13.5% | +41.8% | +46.6% |
| YTD | +52.7% | -3.0% | +55.6% | +52.5% |
| 1Y | +75.7% | -6.4% | +82.1% | +77.6% |
| 3Y | +197.9% | +43.8% | +154.1% | +150.2% |
| 5Y | +158.8% | +98.6% | +60.2% | +88.3% |
| All | +264.3% | +340.2% | -75.9% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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