+2,408.8%
D vs STT
+6,256.2%
-3,847.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.6% | +0.5% |
| 7D | +6.9% | -4.9% | +11.8% | +7.7% |
| 30D | +12.3% | -6.0% | +18.3% | +13.3% |
| 3M | +3.0% | -11.7% | +14.7% | +4.8% |
| 6M | +12.8% | +11.7% | +1.1% | +10.7% |
| YTD | +22.6% | +30.4% | -7.9% | +17.2% |
| 1Y | +21.7% | +43.9% | -22.3% | +14.5% |
| 3Y | +83.9% | +165.4% | -81.5% | +57.1% |
| 5Y | +14.0% | +101.0% | -87.0% | -0.2% |
| 10Y | +45.6% | +210.7% | -165.1% | +15.3% |
| All | +2,408.8% | +6,256.2% | -3,847.4% | +1,096.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling