+174.6%
ARM vs STT
+152.5%
+22.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | -15.2% | -2.5% | -12.7% | -13.0% |
| 30D | -40.7% | -5.0% | -35.7% | -37.5% |
| 3M | -39.1% | -10.5% | -28.6% | -32.5% |
| 6M | -26.4% | +10.0% | -36.4% | -31.8% |
| YTD | +59.7% | +30.7% | +29.1% | +27.0% |
| 1Y | +10.3% | +43.8% | -33.4% | -19.5% |
| 3Y | +228.9% | +168.1% | +60.8% | +29.0% |
| All | +174.6% | +152.5% | +22.1% | +26.2% |
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