-14.8%
AA vs STT
+100.0%
-114.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +0.9% | -2.5% | +3.4% | +2.9% |
| 30D | -6.7% | -5.0% | -1.7% | -3.0% |
| 3M | -16.3% | -10.5% | -5.9% | -9.4% |
| 6M | -37.1% | +10.0% | -47.1% | -42.1% |
| YTD | -25.0% | +30.7% | -55.7% | -39.9% |
| 1Y | +8.6% | +43.8% | -35.2% | -18.9% |
| 3Y | +57.2% | +168.1% | -110.8% | -25.3% |
| All | -14.8% | +100.0% | -114.8% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling