-35.9%
DOW vs STT
+150.3%
-186.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.0% |
| 7D | -2.9% | +2.2% | -5.1% | -3.9% |
| 30D | +2.0% | +3.9% | -1.9% | 0.0% |
| 3M | -12.5% | +19.2% | -31.7% | -19.9% |
| 6M | -9.2% | +60.4% | -69.6% | -28.6% |
| YTD | +30.8% | +51.5% | -20.7% | +5.5% |
| 1Y | +29.4% | +76.3% | -46.9% | -3.2% |
| 3Y | -34.6% | +200.7% | -235.3% | -61.8% |
| 5Y | -35.9% | +157.5% | -193.4% | -63.9% |
| All | -35.9% | +150.3% | -186.3% | -63.9% |
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