+79.8%
F vs STT
+204.5%
-124.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.6% | -2.5% | +4.0% | +2.9% |
| 30D | +2.6% | -5.0% | +7.6% | +5.4% |
| 3M | -8.8% | -10.5% | +1.7% | -3.3% |
| 6M | +4.6% | +10.0% | -5.4% | -2.0% |
| YTD | -1.9% | +30.7% | -32.6% | -17.1% |
| 1Y | -0.8% | +43.8% | -44.5% | -20.7% |
| 3Y | +43.5% | +168.1% | -124.6% | -21.5% |
| 5Y | -12.1% | +101.4% | -113.5% | -45.0% |
| All | +79.8% | +204.5% | -124.7% | -18.0% |
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