+41.6%
D vs STT
+204.5%
-162.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +3.0% | -2.5% | +5.5% | +3.5% |
| 30D | +11.5% | -5.0% | +16.4% | +12.5% |
| 3M | +3.7% | -10.5% | +14.2% | +5.8% |
| 6M | +13.5% | +10.0% | +3.5% | +11.0% |
| YTD | +20.7% | +30.7% | -10.0% | +13.6% |
| 1Y | +18.2% | +43.8% | -25.5% | +9.0% |
| 3Y | +73.3% | +168.1% | -94.8% | +39.4% |
| 5Y | +12.3% | +101.4% | -89.1% | -6.8% |
| All | +41.6% | +204.5% | -162.9% | +9.5% |
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