+220.1%
C vs STT
+211.9%
+8.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.8% | +0.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.6% |
| 30D | -5.4% | -2.3% | -3.1% | -3.8% |
| 3M | -9.2% | -7.0% | -2.2% | -4.2% |
| 6M | -1.8% | +15.5% | -17.3% | -12.0% |
| YTD | +6.7% | +35.6% | -28.9% | -15.4% |
| 1Y | +23.5% | +47.9% | -24.3% | -8.1% |
| 3Y | +219.8% | +181.1% | +38.7% | +47.4% |
| 5Y | +112.4% | +108.2% | +4.2% | +15.4% |
| 10Y | +220.1% | +201.0% | +19.1% | +13.1% |
| All | +220.1% | +211.9% | +8.2% | +13.1% |
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