+98.3%
AGG vs STT
+589.8%
-491.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.2% | +0.5% | -0.6% | -0.2% |
| 30D | -0.4% | +3.9% | -4.2% | -0.3% |
| 3M | -0.7% | +20.0% | -20.6% | -0.5% |
| 6M | -1.5% | +55.3% | -56.8% | -1.1% |
| YTD | -0.3% | +53.3% | -53.6% | +0.2% |
| 1Y | +1.3% | +74.7% | -73.4% | +1.9% |
| 3Y | +13.2% | +205.8% | -192.6% | +14.5% |
| 5Y | -1.4% | +145.0% | -146.4% | -0.5% |
| 10Y | +14.9% | +266.0% | -251.2% | +16.9% |
| All | +98.3% | +589.8% | -491.6% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling