+80.1%
CLF vs STT
+210.2%
-130.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.2% | +3.8% | +4.4% |
| 7D | -14.1% | +0.9% | -15.0% | -14.5% |
| 30D | -5.5% | -2.3% | -3.2% | -3.7% |
| 3M | 0.0% | -7.5% | +7.5% | +6.5% |
| 6M | +11.3% | +14.9% | -3.6% | -0.6% |
| YTD | -7.7% | +34.9% | -42.6% | -27.7% |
| 1Y | +17.5% | +47.1% | -29.5% | -14.2% |
| 3Y | -25.4% | +179.6% | -205.0% | -66.8% |
| 5Y | -46.0% | +107.1% | -153.1% | -71.1% |
| 10Y | +80.1% | +199.4% | -119.3% | -38.1% |
| All | +80.1% | +210.2% | -130.1% | -38.1% |
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