+35.8%
EQT vs STT
+194.3%
-158.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.2% | -1.4% | +0.2% | -0.8% |
| 30D | +1.1% | +2.2% | -1.1% | +0.3% |
| 3M | +4.8% | +18.8% | -14.0% | -1.4% |
| 6M | -10.6% | +57.9% | -68.5% | -24.7% |
| YTD | +3.4% | +51.0% | -47.6% | -12.0% |
| 1Y | +8.7% | +77.1% | -68.5% | -14.2% |
| All | +35.8% | +194.3% | -158.4% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling