+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 all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +0.4% | +0.5% | 0.0% | +0.4% |
| 30D | -3.6% | +3.9% | -7.4% | -4.1% |
| 3M | -1.0% | +20.0% | -20.9% | -3.8% |
| 6M | +6.3% | +55.3% | -49.0% | -0.7% |
| YTD | +14.7% | +53.3% | -38.6% | +7.2% |
| 1Y | +16.9% | +74.7% | -57.8% | +7.0% |
| 3Y | +56.8% | +205.8% | -149.0% | +31.3% |
| 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 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