+803.7%
B vs STT
+7,372.9%
-6,569.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +9.4% | +3.9% | +5.6% | +9.2% |
| 3M | +5.0% | +20.0% | -15.0% | +3.9% |
| 6M | -3.5% | +55.3% | -58.9% | -5.9% |
| YTD | +4.5% | +53.3% | -48.9% | +2.0% |
| 1Y | +67.8% | +74.7% | -6.9% | +62.6% |
| 3Y | +196.7% | +205.8% | -9.1% | +179.0% |
| 5Y | +151.9% | +145.0% | +6.9% | +137.9% |
| 10Y | +202.2% | +266.0% | -63.8% | +176.1% |
| All | +803.7% | +7,372.9% | -6,569.2% | +908.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling