+0.4%
DOW vs STT
+216.3%
-215.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +3.7% | +5.1% | -1.5% | +0.7% |
| 30D | +16.3% | -0.2% | +16.5% | +16.0% |
| 3M | +9.7% | -8.1% | +17.8% | +14.2% |
| 6M | -14.1% | +16.6% | -30.7% | -23.0% |
| YTD | +46.6% | +37.8% | +8.8% | +17.5% |
| 1Y | +56.8% | +46.8% | +10.0% | +20.9% |
| 3Y | -20.4% | +181.2% | -201.5% | -58.8% |
| 5Y | -27.4% | +105.1% | -132.6% | -57.0% |
| All | +0.4% | +216.3% | -215.9% | -59.2% |
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 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