+150.9%
CI vs STT
+203.9%
-53.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.1% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | +6.4% | -0.4% | +6.8% | +6.4% |
| 3M | +10.7% | -6.5% | +17.2% | +13.0% |
| 6M | +5.5% | +17.2% | -11.7% | -1.2% |
| YTD | +11.4% | +38.2% | -26.8% | -2.3% |
| 1Y | +15.0% | +49.3% | -34.3% | -2.0% |
| 3Y | +9.0% | +181.9% | -173.0% | -29.3% |
| 5Y | +52.0% | +106.9% | -55.0% | +7.1% |
| 10Y | +150.9% | +203.1% | -52.2% | +33.4% |
| All | +150.9% | +203.9% | -53.0% | +33.4% |
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