+16.0%
AA vs STT
+53.6%
-37.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +1.2% |
| 7D | +0.9% | -0.1% | +1.0% | +1.0% |
| 30D | -6.4% | -1.7% | -4.8% | -5.3% |
| 3M | -13.0% | -6.4% | -6.6% | -9.3% |
| 6M | -34.6% | +17.7% | -52.3% | -43.6% |
| YTD | -23.0% | +36.9% | -59.9% | -44.1% |
| 1Y | +16.0% | +52.0% | -36.0% | -31.4% |
| All | +16.0% | +53.6% | -37.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling