+3.9%
AA vs STT
+48.0%
-44.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.7% |
| 7D | +1.2% | +1.1% | +0.1% | +0.5% |
| 30D | -5.0% | -1.9% | -3.1% | -3.6% |
| 3M | -22.2% | -7.6% | -14.6% | -18.1% |
| 6M | -36.3% | +16.0% | -52.3% | -44.3% |
| YTD | -24.2% | +36.2% | -60.4% | -44.5% |
| 1Y | +3.9% | +46.8% | -42.9% | -33.0% |
| All | +3.9% | +48.0% | -44.1% | -33.0% |
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