+41.6%
AA vs STT
+198.3%
-156.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.6% |
| 7D | +0.5% | +4.8% | -4.3% | -3.2% |
| 30D | -0.6% | +3.9% | -4.5% | -3.6% |
| 3M | -19.7% | -8.2% | -11.5% | -14.1% |
| 6M | -41.6% | +15.6% | -57.2% | -48.7% |
| YTD | -24.6% | +37.6% | -62.3% | -43.0% |
| 1Y | +4.9% | +50.1% | -45.3% | -26.2% |
| 3Y | +66.8% | +183.1% | -116.2% | -30.3% |
| 5Y | -19.4% | +104.8% | -124.3% | -58.0% |
| All | +41.6% | +198.3% | -156.7% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling