+218.3%
C vs STT
+203.9%
+14.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.5% |
| 7D | -0.4% | +0.4% | -0.9% | -0.7% |
| 30D | -5.3% | -0.4% | -4.9% | -5.0% |
| 3M | -8.0% | -6.5% | -1.5% | -3.4% |
| 6M | -0.3% | +17.2% | -17.4% | -11.6% |
| YTD | +8.6% | +38.2% | -29.6% | -15.0% |
| 1Y | +25.8% | +49.3% | -23.5% | -7.0% |
| 3Y | +221.2% | +181.9% | +39.2% | +47.8% |
| 5Y | +113.6% | +106.9% | +6.6% | +16.8% |
| 10Y | +218.3% | +203.1% | +15.2% | +13.3% |
| All | +218.3% | +203.9% | +14.4% | +13.3% |
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