+9.3%
CAT vs STT
+46.7%
-37.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +7.4% | +4.8% | +2.7% | +3.8% |
| 30D | -19.7% | +3.9% | -23.6% | -21.9% |
| 3M | -29.6% | -8.2% | -21.4% | -25.1% |
| 6M | -33.2% | +15.6% | -48.8% | -39.9% |
| YTD | +5.7% | +37.6% | -32.0% | -17.9% |
| 1Y | +9.3% | +50.1% | -40.8% | -20.7% |
| All | +9.3% | +46.7% | -37.3% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling