+22.6%
D vs STT
+53.6%
-31.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.3% | +4.6% |
| 7D | +8.5% | -0.1% | +8.6% | +8.5% |
| 30D | +14.3% | -1.7% | +16.0% | +14.2% |
| 3M | +1.8% | -6.4% | +8.2% | +1.5% |
| 6M | +13.0% | +17.7% | -4.6% | +14.9% |
| YTD | +22.7% | +36.9% | -14.1% | +26.6% |
| 1Y | +22.6% | +52.0% | -29.4% | +26.7% |
| All | +22.6% | +53.6% | -31.0% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling