+688.6%
CAT vs STT
+198.3%
+490.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +7.4% | +4.8% | +2.7% | +4.8% |
| 30D | -19.7% | +3.9% | -23.6% | -21.3% |
| 3M | -29.6% | -8.2% | -21.4% | -26.2% |
| 6M | -33.2% | +15.6% | -48.8% | -38.3% |
| YTD | +5.7% | +37.6% | -32.0% | -11.2% |
| 1Y | +9.3% | +50.1% | -40.8% | -12.4% |
| 3Y | +158.3% | +183.1% | -24.7% | +46.2% |
| 5Y | +211.6% | +104.8% | +106.7% | +100.1% |
| All | +688.6% | +198.3% | +490.4% | +305.4% |
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