+142.2%
CI vs STT
+210.2%
-68.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +4.7% | -2.3% | +7.0% | +5.4% |
| 3M | +5.2% | -7.5% | +12.7% | +7.8% |
| 6M | +3.8% | +14.9% | -11.1% | -2.1% |
| YTD | +9.2% | +34.9% | -25.7% | -3.3% |
| 1Y | +14.3% | +47.1% | -32.8% | -2.2% |
| 3Y | +8.4% | +179.6% | -171.2% | -29.4% |
| 5Y | +50.0% | +107.1% | -57.0% | +5.5% |
| 10Y | +142.2% | +199.4% | -57.2% | +30.6% |
| All | +142.2% | +210.2% | -68.0% | +30.6% |
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