-29.5%
DOW vs STT
+100.0%
-129.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -9.5% | -2.5% | -7.0% | -8.6% |
| 30D | +13.1% | -5.0% | +18.0% | +15.3% |
| 3M | +4.8% | -10.5% | +15.3% | +9.2% |
| 6M | -16.7% | +10.0% | -26.7% | -21.5% |
| YTD | +38.9% | +30.7% | +8.2% | +19.4% |
| 1Y | +48.3% | +43.8% | +4.5% | +21.7% |
| 3Y | -24.4% | +168.1% | -192.4% | -53.1% |
| All | -29.5% | +100.0% | -129.5% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling