+2,340.5%
EXC vs STT
+7,372.9%
-5,032.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | -1.3% | +20.0% | -21.2% | -4.8% |
| 6M | -9.7% | +55.3% | -65.0% | -17.3% |
| YTD | +2.9% | +53.3% | -50.4% | -5.7% |
| 1Y | +4.4% | +74.7% | -70.3% | -6.9% |
| 3Y | +22.2% | +205.8% | -183.6% | -3.2% |
| 5Y | +46.7% | +145.0% | -98.3% | +18.6% |
| 10Y | +155.3% | +266.0% | -110.7% | +84.3% |
| All | +2,340.5% | +7,372.9% | -5,032.4% | +800.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling