+81.0%
F vs STT
+210.2%
-129.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -1.2% |
| 7D | -0.6% | +0.9% | -1.6% | -1.2% |
| 30D | +2.9% | -2.3% | +5.2% | +4.0% |
| 3M | -9.5% | -7.5% | -2.0% | -5.8% |
| 6M | +4.0% | +14.9% | -10.9% | -4.9% |
| YTD | -1.3% | +34.9% | -36.1% | -18.1% |
| 1Y | -1.9% | +47.1% | -49.0% | -22.7% |
| 3Y | +53.5% | +179.6% | -126.1% | -18.1% |
| 5Y | -15.1% | +107.1% | -122.2% | -47.8% |
| 10Y | +81.0% | +199.4% | -118.4% | -18.6% |
| All | +81.0% | +210.2% | -129.2% | -18.6% |
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