+223.5%
C vs STT
+204.5%
+19.0%
-56.5%
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% | +0.4% |
| 7D | -2.4% | -2.5% | +0.1% | -0.5% |
| 30D | -6.0% | -5.0% | -1.0% | -2.4% |
| 3M | -10.5% | -10.5% | -0.1% | -3.0% |
| 6M | -5.7% | +10.0% | -15.7% | -12.4% |
| YTD | +4.1% | +30.7% | -26.6% | -15.1% |
| 1Y | +20.5% | +43.8% | -23.3% | -8.5% |
| 3Y | +208.1% | +168.1% | +40.0% | +47.1% |
| 5Y | +110.4% | +101.4% | +9.0% | +17.2% |
| All | +223.5% | +204.5% | +19.0% | +13.9% |
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 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