+131.1%
ADI vs STT
+153.4%
-22.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.3% | -1.4% | +2.7% | +2.1% |
| 30D | -6.0% | +2.2% | -8.1% | -7.1% |
| 3M | -7.7% | +18.8% | -26.5% | -16.1% |
| 6M | +14.0% | +57.9% | -44.0% | -11.4% |
| YTD | +34.4% | +51.0% | -16.6% | +6.7% |
| 1Y | +48.0% | +77.1% | -29.2% | +7.7% |
| 3Y | +113.3% | +199.8% | -86.5% | +18.7% |
| 5Y | +131.1% | +156.0% | -24.9% | +30.7% |
| All | +131.1% | +153.4% | -22.3% | +30.7% |
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