+2,271.9%
D vs STT
+7,372.9%
-5,101.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | -2.6% | +3.9% | -6.4% | -3.2% |
| 3M | 0.0% | +20.0% | -19.9% | -2.8% |
| 6M | +7.4% | +55.3% | -48.0% | +0.3% |
| YTD | +15.9% | +53.3% | -37.5% | +8.2% |
| 1Y | +18.1% | +74.7% | -56.6% | +8.1% |
| 3Y | +58.4% | +205.8% | -147.4% | +32.6% |
| 5Y | +5.2% | +145.0% | -139.8% | -10.5% |
| 10Y | +35.9% | +266.0% | -230.2% | +5.1% |
| All | +2,271.9% | +7,372.9% | -5,101.0% | +1,005.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling