+1,163.5%
C vs STT
+7,372.9%
-6,209.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | +0.5% | +3.1% | +3.3% |
| 30D | +0.1% | +3.9% | -3.8% | -2.4% |
| 3M | +2.4% | +20.0% | -17.5% | -9.4% |
| 6M | +24.9% | +55.3% | -30.4% | -7.1% |
| YTD | +19.8% | +53.3% | -33.5% | -10.2% |
| 1Y | +44.9% | +74.7% | -29.8% | -0.5% |
| 3Y | +263.0% | +205.8% | +57.1% | +71.6% |
| 5Y | +129.5% | +145.0% | -15.5% | +19.9% |
| 10Y | +291.6% | +266.0% | +25.6% | +54.6% |
| All | +1,163.5% | +7,372.9% | -6,209.4% | +3.2% |
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