+112.4%
C vs STT
+105.9%
+6.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.1% |
| 7D | +4.7% | +5.1% | -0.4% | +1.3% |
| 30D | +0.2% | -0.2% | +0.4% | +0.3% |
| 3M | -9.3% | -8.1% | -1.2% | -4.1% |
| 6M | -0.8% | +16.6% | -17.5% | -10.6% |
| YTD | +8.5% | +37.8% | -29.3% | -12.6% |
| 1Y | +23.1% | +46.8% | -23.7% | -4.8% |
| 3Y | +220.8% | +181.2% | +39.6% | +65.7% |
| 5Y | +112.4% | +105.1% | +7.3% | +18.7% |
| All | +112.4% | +105.9% | +6.5% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling