+113.0%
ALL vs STT
+180.5%
-67.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | -0.1% | +1.1% | -1.3% | -0.4% |
| 30D | +13.8% | -1.9% | +15.7% | +14.2% |
| 3M | -2.8% | -7.6% | +4.8% | -1.2% |
| 6M | +23.7% | +16.0% | +7.7% | +18.4% |
| YTD | +27.3% | +36.2% | -8.9% | +16.1% |
| 1Y | +30.5% | +46.8% | -16.2% | +16.2% |
| 3Y | +113.0% | +177.8% | -64.8% | +60.2% |
| All | +113.0% | +180.5% | -67.5% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling