+146.7%
CI vs STT
+269.9%
-123.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | +4.4% | +3.9% | +0.6% | +2.9% |
| 3M | +0.7% | +20.0% | -19.3% | -6.2% |
| 6M | +0.3% | +55.3% | -55.0% | -15.2% |
| YTD | +3.8% | +53.3% | -49.5% | -12.1% |
| 1Y | -5.5% | +74.7% | -80.2% | -23.9% |
| 3Y | +8.1% | +205.8% | -197.7% | -31.8% |
| 5Y | +42.8% | +145.0% | -102.2% | -6.0% |
| All | +146.7% | +269.9% | -123.2% | +18.4% |
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