+29.3%
EXC vs STT
+180.5%
-151.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +0.1% | +1.1% | -1.1% | 0.0% |
| 30D | +9.0% | -1.9% | +10.9% | +9.1% |
| 3M | +3.3% | -7.6% | +10.9% | +3.5% |
| 6M | +5.7% | +16.0% | -10.3% | +5.2% |
| YTD | +7.3% | +36.2% | -28.8% | +5.8% |
| 1Y | +2.9% | +46.8% | -43.9% | +0.6% |
| 3Y | +29.3% | +177.8% | -148.5% | +15.1% |
| All | +29.3% | +180.5% | -151.2% | +15.1% |
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