+199.6%
ARM vs STT
+165.9%
+33.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | +9.1% | +4.8% | +4.3% | +4.8% |
| 30D | -19.9% | +3.9% | -23.9% | -21.9% |
| 3M | -31.6% | -8.2% | -23.5% | -25.8% |
| 6M | -13.9% | +15.6% | -29.5% | -23.6% |
| YTD | +74.3% | +37.6% | +36.7% | +32.6% |
| 1Y | +35.8% | +50.1% | -14.3% | -4.5% |
| 3Y | +268.6% | +183.1% | +85.5% | +37.9% |
| All | +199.6% | +165.9% | +33.7% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling