+7,328.4%
EW vs STT
+477.7%
+6,850.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +11.0% | -2.5% | +13.5% | +11.5% |
| 30D | +19.1% | -5.0% | +24.0% | +20.2% |
| 3M | +14.4% | -10.5% | +24.8% | +16.7% |
| 6M | +22.8% | +10.0% | +12.8% | +20.1% |
| YTD | +19.8% | +30.7% | -10.9% | +13.0% |
| 1Y | +23.9% | +43.8% | -19.9% | +14.6% |
| 3Y | +52.2% | +168.1% | -115.9% | +23.1% |
| 5Y | -13.9% | +101.4% | -115.3% | -27.5% |
| 10Y | +241.9% | +211.3% | +30.6% | +156.6% |
| All | +7,328.4% | +477.7% | +6,850.7% | +4,208.5% |
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 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