+186.7%
B vs STT
+204.5%
-17.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +9.6% | -2.5% | +12.1% | +9.8% |
| 30D | +3.5% | -5.0% | +8.5% | +4.0% |
| 3M | -1.6% | -10.5% | +8.9% | -0.6% |
| 6M | -1.7% | +10.0% | -11.7% | -2.3% |
| YTD | -5.3% | +30.7% | -36.0% | -7.1% |
| 1Y | +27.2% | +43.8% | -16.6% | +24.1% |
| 3Y | +166.1% | +168.1% | -2.0% | +151.3% |
| 5Y | +136.5% | +101.4% | +35.1% | +121.5% |
| All | +186.7% | +204.5% | -17.9% | +206.3% |
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