+95.6%
F vs STT
+267.1%
-171.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | +0.5% | +4.9% | +5.0% |
| 30D | +4.6% | +3.9% | +0.7% | +2.2% |
| 3M | -3.7% | +20.0% | -23.6% | -13.7% |
| 6M | +16.8% | +55.3% | -38.5% | -10.0% |
| YTD | +15.3% | +53.3% | -38.0% | -10.8% |
| 1Y | +31.0% | +74.7% | -43.7% | -6.4% |
| 3Y | +45.4% | +205.8% | -160.4% | -26.0% |
| 5Y | +54.7% | +145.0% | -90.3% | -13.4% |
| All | +95.6% | +267.1% | -171.5% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling