+223.4%
CRWD vs STT
+105.9%
+117.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | +5.8% | +5.1% | +0.7% | +3.3% |
| 30D | -12.0% | -0.2% | -11.8% | -11.7% |
| 3M | +3.6% | -8.1% | +11.8% | +7.9% |
| 6M | +68.3% | +16.6% | +51.7% | +56.2% |
| YTD | +96.2% | +37.8% | +58.3% | +66.9% |
| 1Y | +68.4% | +46.8% | +21.6% | +38.8% |
| 3Y | +368.4% | +181.2% | +187.2% | +181.1% |
| 5Y | +223.4% | +105.1% | +118.3% | +97.0% |
| All | +223.4% | +105.9% | +117.5% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling