+183.3%
CAT vs STT
+100.0%
+83.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -10.3% | -2.5% | -7.8% | -9.1% |
| 30D | -31.2% | -5.0% | -26.2% | -29.3% |
| 3M | -34.7% | -10.5% | -24.2% | -30.7% |
| 6M | -39.5% | +10.0% | -49.5% | -42.3% |
| YTD | -1.7% | +30.7% | -32.3% | -14.2% |
| 1Y | -1.1% | +43.8% | -44.9% | -17.7% |
| 3Y | +143.9% | +168.1% | -24.2% | +50.6% |
| All | +183.3% | +100.0% | +83.2% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling