-25.4%
CLF vs STT
+178.8%
-204.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.2% | +3.8% | +4.0% |
| 7D | -14.1% | +0.9% | -15.0% | -14.6% |
| 30D | -5.5% | -2.3% | -3.2% | -3.4% |
| 3M | 0.0% | -7.0% | +7.0% | +7.1% |
| 6M | +11.3% | +15.5% | -4.2% | -3.4% |
| YTD | -7.7% | +35.6% | -43.3% | -31.9% |
| 1Y | +17.5% | +47.9% | -30.3% | -20.5% |
| 3Y | -25.4% | +181.1% | -206.5% | -69.1% |
| All | -25.4% | +178.8% | -204.2% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling