+172.1%
EXC vs STT
+204.5%
-32.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.2% | -2.5% | +1.3% | -0.6% |
| 30D | +10.0% | -5.0% | +14.9% | +11.1% |
| 3M | +1.6% | -10.5% | +12.1% | +4.0% |
| 6M | +3.3% | +10.0% | -6.8% | +0.5% |
| YTD | +7.6% | +30.7% | -23.1% | -0.2% |
| 1Y | +3.5% | +43.8% | -40.3% | -6.4% |
| 3Y | +27.7% | +168.1% | -140.4% | -3.7% |
| 5Y | +41.1% | +101.4% | -60.3% | +11.5% |
| All | +172.1% | +204.5% | -32.4% | +91.4% |
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