+712.5%
CAT vs STT
+211.9%
+500.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.2% | +4.0% | +5.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -25.0% | -2.3% | -22.7% | -23.9% |
| 3M | -28.7% | -7.0% | -21.7% | -25.8% |
| 6M | -33.0% | +15.5% | -48.5% | -38.0% |
| YTD | +5.4% | +35.6% | -30.2% | -10.7% |
| 1Y | +7.3% | +47.9% | -40.6% | -13.3% |
| 3Y | +166.0% | +181.1% | -15.0% | +51.1% |
| 5Y | +210.1% | +108.2% | +101.9% | +97.1% |
| 10Y | +712.5% | +201.0% | +511.5% | +312.4% |
| All | +712.5% | +211.9% | +500.7% | +312.4% |
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 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