-36.7%
AUR vs STT
+156.9%
-193.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | +0.2% | -1.4% | +1.5% | +1.2% |
| 30D | -8.9% | +2.2% | -11.1% | -10.6% |
| 3M | +4.6% | +18.8% | -14.2% | -9.6% |
| 6M | +44.9% | +57.9% | -13.1% | -0.9% |
| YTD | +64.8% | +51.0% | +13.8% | +16.6% |
| 1Y | +16.4% | +77.1% | -60.8% | -27.6% |
| 3Y | +85.1% | +199.8% | -114.8% | -20.3% |
| 5Y | -36.1% | +156.0% | -192.1% | -70.7% |
| All | -36.7% | +156.9% | -193.6% | -70.9% |
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