+200.5%
B vs STT
+211.9%
-11.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.9% |
| 7D | +11.3% | +0.9% | +10.4% | +11.2% |
| 30D | +2.9% | -2.3% | +5.3% | +3.2% |
| 3M | -2.9% | -7.0% | +4.1% | -2.3% |
| 6M | -1.2% | +15.5% | -16.7% | -2.3% |
| YTD | -1.3% | +35.6% | -36.9% | -3.5% |
| 1Y | +30.4% | +47.9% | -17.4% | +26.9% |
| 3Y | +195.3% | +181.1% | +14.2% | +177.9% |
| 5Y | +146.2% | +108.2% | +38.0% | +129.9% |
| 10Y | +200.5% | +201.0% | -0.5% | +221.1% |
| All | +200.5% | +211.9% | -11.4% | +221.1% |
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 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