+2,451.3%
EXC vs STT
+6,268.9%
-3,817.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.2% | -2.5% | +1.3% | -0.7% |
| 30D | +10.0% | -5.0% | +14.9% | +10.9% |
| 3M | +1.6% | -10.5% | +12.1% | +3.6% |
| 6M | +3.3% | +10.0% | -6.8% | +1.1% |
| YTD | +7.6% | +30.7% | -23.1% | +1.4% |
| 1Y | +3.5% | +43.8% | -40.3% | -4.3% |
| 3Y | +27.7% | +168.1% | -140.4% | +3.6% |
| 5Y | +41.1% | +101.4% | -60.3% | +18.4% |
| 10Y | +178.2% | +211.3% | -33.1% | +106.9% |
| All | +2,451.3% | +6,268.9% | -3,817.6% | +868.8% |
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