+3,042.5%
EQT vs STT
+7,281.4%
-4,238.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.8% | +2.2% | -3.0% | -1.4% |
| 30D | +6.6% | +3.9% | +2.7% | +5.4% |
| 3M | +4.4% | +19.2% | -14.8% | -0.8% |
| 6M | -10.5% | +60.4% | -70.9% | -21.9% |
| YTD | +3.7% | +51.5% | -47.7% | -8.3% |
| 1Y | +9.9% | +76.3% | -66.4% | -7.0% |
| 3Y | +35.4% | +200.7% | -165.4% | -1.6% |
| 5Y | +189.2% | +157.5% | +31.7% | +115.3% |
| 10Y | +50.7% | +262.0% | -211.3% | +0.3% |
| All | +3,042.5% | +7,281.4% | -4,238.9% | +1,237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling