+150.3%
CI vs STT
+198.3%
-48.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | +7.3% | -1.9% | +9.2% | +7.9% |
| 3M | +9.5% | -7.6% | +17.1% | +12.3% |
| 6M | +6.4% | +16.0% | -9.6% | 0.0% |
| YTD | +12.0% | +36.2% | -24.2% | -1.2% |
| 1Y | +20.1% | +46.8% | -26.7% | +2.9% |
| 3Y | +9.6% | +177.8% | -168.2% | -28.5% |
| 5Y | +52.7% | +105.8% | -53.1% | +7.7% |
| 10Y | +150.3% | +197.6% | -47.3% | +33.9% |
| All | +150.3% | +198.3% | -48.0% | +33.9% |
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