+200.4%
B vs STT
+207.1%
-6.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +9.4% | +3.9% | +5.6% | +7.8% |
| 3M | +5.0% | +20.0% | -15.0% | -1.8% |
| 6M | -3.5% | +55.3% | -58.9% | -17.5% |
| YTD | +4.5% | +53.3% | -48.9% | -10.2% |
| 1Y | +67.8% | +74.7% | -6.9% | +38.7% |
| All | +200.4% | +207.1% | -6.7% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling