+8,016.0%
CI vs STT
+6,256.2%
+1,759.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | +0.2% |
| 7D | +1.0% | -4.9% | +5.9% | +2.6% |
| 30D | +9.9% | -6.0% | +15.9% | +11.9% |
| 3M | +12.1% | -11.7% | +23.7% | +16.3% |
| 6M | +10.6% | +11.7% | -1.1% | +6.1% |
| YTD | +11.4% | +30.4% | -19.0% | +1.4% |
| 1Y | +18.8% | +43.9% | -25.2% | +4.6% |
| 3Y | +2.9% | +165.4% | -162.6% | -27.1% |
| 5Y | +54.5% | +101.0% | -46.5% | +15.7% |
| 10Y | +175.7% | +210.7% | -34.9% | +72.2% |
| All | +8,016.0% | +6,256.2% | +1,759.8% | +1,455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling