+161.7%
ALL vs STT
+105.9%
+55.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | 0.0% | +5.1% | -5.1% | -1.5% |
| 30D | +12.8% | -0.2% | +13.0% | +12.8% |
| 3M | +4.7% | -8.1% | +12.8% | +7.2% |
| 6M | +24.9% | +16.6% | +8.3% | +18.2% |
| YTD | +30.0% | +37.8% | -7.8% | +15.9% |
| 1Y | +29.9% | +46.8% | -16.9% | +13.3% |
| 3Y | +117.5% | +181.2% | -63.6% | +49.4% |
| 5Y | +161.7% | +105.1% | +56.6% | +91.5% |
| All | +161.7% | +105.9% | +55.8% | +91.5% |
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