+74.6%
CLF vs STT
+198.3%
-123.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +10.4% | +4.8% | +5.6% | +6.5% |
| 30D | +0.6% | +3.9% | -3.4% | -2.3% |
| 3M | +4.1% | -8.2% | +12.3% | +11.6% |
| 6M | +15.1% | +15.6% | -0.5% | +2.4% |
| YTD | -4.7% | +37.6% | -42.4% | -26.6% |
| 1Y | +20.4% | +50.1% | -29.8% | -13.6% |
| 3Y | -23.4% | +183.1% | -206.4% | -66.2% |
| 5Y | -43.3% | +104.8% | -148.1% | -69.3% |
| All | +74.6% | +198.3% | -123.6% | -41.0% |
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