+122.2%
ALL vs STT
+145.1%
-22.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -1.5% | +3.9% | -5.3% | -2.7% |
| 3M | +23.6% | +20.0% | +3.7% | +16.4% |
| 6M | +22.3% | +55.3% | -33.0% | +5.7% |
| YTD | +26.5% | +53.3% | -26.8% | +9.3% |
| 1Y | +27.0% | +74.7% | -47.7% | +4.7% |
| 3Y | +149.6% | +205.8% | -56.2% | +66.9% |
| All | +122.2% | +145.1% | -22.8% | +53.9% |
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 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