+40.4%
EXC vs STT
+104.1%
-63.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +1.4% | +4.8% | -3.4% | +0.8% |
| 30D | +8.6% | +3.9% | +4.6% | +8.1% |
| 3M | +2.4% | -8.2% | +10.5% | +3.3% |
| 6M | +6.5% | +15.6% | -9.1% | +4.3% |
| YTD | +9.0% | +37.6% | -28.6% | +4.1% |
| 1Y | +4.6% | +50.1% | -45.5% | -1.6% |
| 3Y | +33.5% | +183.1% | -149.6% | +11.4% |
| All | +40.4% | +104.1% | -63.7% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling