+1.8%
AA vs STT
+48.2%
-46.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.2% |
| 7D | +5.3% | +5.1% | +0.2% | +1.6% |
| 30D | -2.3% | -0.2% | -2.0% | -2.1% |
| 3M | -20.8% | -8.1% | -12.7% | -16.3% |
| 6M | -39.8% | +16.6% | -56.5% | -47.3% |
| YTD | -23.3% | +37.8% | -61.1% | -43.7% |
| 1Y | +1.8% | +46.8% | -45.0% | -32.0% |
| All | +1.8% | +48.2% | -46.3% | -32.0% |
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