+3,820.6%
ALL vs STT
+3,999.5%
-178.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | 0.0% | +5.1% | -5.1% | -1.9% |
| 30D | +12.8% | -0.2% | +13.0% | +12.7% |
| 3M | +4.7% | -8.1% | +12.8% | +7.8% |
| 6M | +24.9% | +16.6% | +8.3% | +16.9% |
| YTD | +30.0% | +37.8% | -7.8% | +13.5% |
| 1Y | +29.9% | +46.8% | -16.9% | +10.6% |
| 3Y | +117.5% | +181.2% | -63.6% | +42.3% |
| 5Y | +161.7% | +105.1% | +56.6% | +86.5% |
| 10Y | +377.1% | +202.3% | +174.7% | +174.4% |
| All | +3,820.6% | +3,999.5% | -178.9% | +719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling