+46.2%
AA vs STT
+199.5%
-153.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +1.4% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -1.3% | -0.4% | -0.8% | -0.8% |
| 3M | -23.9% | -6.5% | -17.4% | -19.9% |
| 6M | -36.8% | +17.2% | -54.0% | -45.1% |
| YTD | -22.2% | +38.2% | -60.4% | -41.4% |
| 1Y | +10.4% | +49.3% | -38.9% | -21.9% |
| 3Y | +72.0% | +181.9% | -109.9% | -27.9% |
| 5Y | -15.6% | +106.9% | -122.6% | -56.5% |
| All | +46.2% | +199.5% | -153.3% | -47.8% |
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