+291.6%
STT vs FWONK
+281.7%
+9.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.7% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +2.8% | -5.8% | +8.6% | +4.9% |
| 3M | +18.1% | +10.0% | +8.1% | +13.5% |
| 6M | +59.2% | +14.7% | +44.6% | +50.1% |
| YTD | +51.5% | -1.7% | +53.2% | +50.6% |
| 1Y | +75.7% | -4.6% | +80.3% | +76.3% |
| 3Y | +200.8% | +46.7% | +154.1% | +153.4% |
| 5Y | +155.8% | +99.4% | +56.4% | +89.7% |
| 10Y | +266.4% | +345.6% | -79.2% | +98.5% |
| All | +291.6% | +281.7% | +9.9% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling