-10.9%
DOW vs STT
+247.6%
-258.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.0% | +1.0% | -7.0% | -6.6% |
| 30D | -2.7% | +2.8% | -5.5% | -4.6% |
| 3M | -10.5% | +18.1% | -28.6% | -19.6% |
| 6M | -12.4% | +59.2% | -71.7% | -34.9% |
| YTD | +30.0% | +51.5% | -21.4% | -0.8% |
| 1Y | +27.8% | +75.7% | -47.9% | -10.9% |
| 3Y | -34.9% | +200.8% | -235.7% | -67.5% |
| 5Y | -35.9% | +155.8% | -191.7% | -66.9% |
| All | -10.9% | +247.6% | -258.5% | -65.5% |
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