+23.7%
EXC vs STT
+207.1%
-183.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | -3.7% | +3.9% | -7.6% | -3.8% |
| 3M | -1.3% | +20.0% | -21.2% | -2.0% |
| 6M | -9.7% | +55.3% | -65.0% | -11.8% |
| YTD | +2.9% | +53.3% | -50.4% | +0.3% |
| 1Y | +4.4% | +74.7% | -70.3% | 0.0% |
| All | +23.7% | +207.1% | -183.5% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling