+3,738.8%
ALL vs STT
+3,950.4%
-211.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -0.1% | +1.1% | -1.3% | -0.6% |
| 30D | +13.8% | -1.9% | +15.7% | +14.4% |
| 3M | -2.8% | -7.6% | +4.8% | -0.1% |
| 6M | +23.7% | +16.0% | +7.7% | +16.0% |
| YTD | +27.3% | +36.2% | -8.9% | +11.6% |
| 1Y | +30.5% | +46.8% | -16.2% | +11.1% |
| 3Y | +113.0% | +177.8% | -64.8% | +40.0% |
| 5Y | +157.6% | +105.8% | +51.7% | +83.3% |
| 10Y | +368.4% | +197.6% | +170.8% | +171.1% |
| All | +3,738.8% | +3,950.4% | -211.7% | +705.6% |
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