+271.2%
EW vs STT
+198.3%
+73.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.9% | +4.8% | +0.1% | +3.4% |
| 30D | +23.9% | +3.9% | +20.0% | +22.5% |
| 3M | +15.8% | -8.2% | +23.9% | +18.5% |
| 6M | +31.7% | +15.6% | +16.0% | +25.2% |
| YTD | +25.7% | +37.6% | -11.9% | +12.8% |
| 1Y | +24.4% | +50.1% | -25.7% | +8.6% |
| 3Y | +65.9% | +183.1% | -117.2% | +16.1% |
| 5Y | -7.6% | +104.8% | -112.5% | -30.5% |
| All | +271.2% | +198.3% | +73.0% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling