+369.0%
ALL vs STT
+203.9%
+165.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | +12.7% | -0.4% | +13.2% | +12.7% |
| 3M | +0.4% | -6.5% | +6.9% | +2.6% |
| 6M | +23.8% | +17.2% | +6.6% | +15.7% |
| YTD | +27.8% | +38.2% | -10.4% | +11.5% |
| 1Y | +28.9% | +49.3% | -20.4% | +9.0% |
| 3Y | +113.9% | +181.9% | -68.1% | +38.8% |
| 5Y | +157.4% | +106.9% | +50.5% | +82.1% |
| 10Y | +369.0% | +203.1% | +165.9% | +168.1% |
| All | +369.0% | +203.9% | +165.1% | +168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling