+145.0%
ALL vs STT
+100.0%
+45.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -1.9% | -2.5% | +0.5% | -1.3% |
| 30D | +13.8% | -5.0% | +18.7% | +15.4% |
| 3M | -7.0% | -10.5% | +3.5% | -4.1% |
| 6M | +18.0% | +10.0% | +8.0% | +13.7% |
| YTD | +24.2% | +30.7% | -6.5% | +12.6% |
| 1Y | +31.2% | +43.8% | -12.6% | +15.0% |
| 3Y | +107.5% | +168.1% | -60.5% | +44.6% |
| All | +145.0% | +100.0% | +45.0% | +80.5% |
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