+190.8%
EQT vs STT
+156.7%
+34.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -2.0% | -0.4% | -1.6% | -1.8% |
| 30D | 0.0% | +1.7% | -1.7% | -0.7% |
| 3M | +5.9% | +17.9% | -12.0% | -0.8% |
| 6M | -14.8% | +55.3% | -70.1% | -28.7% |
| YTD | +1.8% | +52.7% | -50.9% | -14.8% |
| 1Y | +7.4% | +75.7% | -68.3% | -15.4% |
| 3Y | +33.6% | +197.9% | -164.3% | -17.1% |
| All | +190.8% | +156.7% | +34.0% | +68.0% |
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