+151.7%
EXC vs STT
+269.9%
-118.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | -3.7% | +3.9% | -7.6% | -4.6% |
| 3M | -1.3% | +20.0% | -21.2% | -5.6% |
| 6M | -9.7% | +55.3% | -65.0% | -19.1% |
| YTD | +2.9% | +53.3% | -50.4% | -7.9% |
| 1Y | +4.4% | +74.7% | -70.3% | -9.8% |
| 3Y | +22.2% | +205.8% | -183.6% | -10.4% |
| 5Y | +46.7% | +145.0% | -98.3% | +10.4% |
| All | +151.7% | +269.9% | -118.2% | +55.5% |
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 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