+48.4%
D vs STT
+203.9%
-155.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.7% |
| 7D | -2.4% | +0.4% | -2.9% | -2.5% |
| 30D | +9.0% | -0.4% | +9.4% | +9.0% |
| 3M | +1.0% | -6.5% | +7.4% | +2.1% |
| 6M | +11.0% | +17.2% | -6.2% | +7.2% |
| YTD | +19.8% | +38.2% | -18.4% | +11.4% |
| 1Y | +16.0% | +49.3% | -33.3% | +6.1% |
| 3Y | +74.4% | +181.9% | -107.6% | +38.5% |
| 5Y | +13.5% | +106.9% | -93.4% | -6.4% |
| 10Y | +48.4% | +203.1% | -154.8% | +7.4% |
| All | +48.4% | +203.9% | -155.6% | +7.4% |
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