+248.8%
EW vs STT
+203.9%
+44.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | +6.5% | +0.4% | +6.0% | +6.3% |
| 30D | +22.5% | -0.4% | +22.9% | +22.5% |
| 3M | +13.0% | -6.5% | +19.5% | +15.0% |
| 6M | +37.1% | +17.2% | +19.9% | +29.9% |
| YTD | +24.1% | +38.2% | -14.1% | +11.3% |
| 1Y | +24.2% | +49.3% | -25.0% | +8.7% |
| 3Y | +64.8% | +181.9% | -117.1% | +15.7% |
| 5Y | -7.4% | +106.9% | -114.4% | -30.5% |
| 10Y | +248.8% | +203.1% | +45.6% | +119.0% |
| All | +248.8% | +203.9% | +44.9% | +119.0% |
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