+105.9%
C vs STT
+100.0%
+5.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.4% | -2.5% | +0.1% | -0.7% |
| 30D | -6.0% | -5.0% | -1.0% | -2.8% |
| 3M | -10.5% | -10.5% | -0.1% | -3.8% |
| 6M | -5.7% | +10.0% | -15.7% | -11.7% |
| YTD | +4.1% | +30.7% | -26.6% | -13.1% |
| 1Y | +20.5% | +43.8% | -23.3% | -5.4% |
| 3Y | +208.1% | +168.1% | +40.0% | +64.4% |
| All | +105.9% | +100.0% | +5.9% | +18.4% |
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