+95.8%
AGG vs STT
+519.2%
-423.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.5% | +4.8% | -6.3% | -1.5% |
| 30D | +0.6% | +3.9% | -3.3% | +0.7% |
| 3M | -1.6% | -8.2% | +6.5% | -1.7% |
| 6M | -1.6% | +15.6% | -17.2% | -1.5% |
| YTD | -1.5% | +37.6% | -39.2% | -1.2% |
| 1Y | -1.1% | +50.1% | -51.2% | -0.7% |
| 3Y | +13.6% | +183.1% | -169.4% | +14.8% |
| 5Y | -1.7% | +104.8% | -106.5% | -0.9% |
| 10Y | +16.1% | +201.9% | -185.7% | +18.0% |
| All | +95.8% | +519.2% | -423.4% | +104.9% |
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