+992.7%
C vs STT
+6,256.2%
-5,263.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.7% | -0.3% | -1.9% |
| 7D | -5.3% | -4.9% | -0.4% | -2.0% |
| 30D | -7.3% | -6.0% | -1.3% | -3.4% |
| 3M | -13.5% | -11.7% | -1.8% | -6.0% |
| 6M | -6.5% | +11.7% | -18.2% | -13.3% |
| YTD | +3.6% | +30.4% | -26.8% | -13.5% |
| 1Y | +18.9% | +43.9% | -25.0% | -7.0% |
| 3Y | +205.0% | +165.4% | +39.6% | +58.6% |
| 5Y | +109.4% | +101.0% | +8.4% | +25.1% |
| 10Y | +232.9% | +210.7% | +22.2% | +46.7% |
| All | +992.7% | +6,256.2% | -5,263.5% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling