+67.3%
F vs STT
+198.3%
-130.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.1% | +4.8% | -7.9% | -5.7% |
| 30D | 0.0% | +3.9% | -3.9% | -2.3% |
| 3M | -13.2% | -8.2% | -5.1% | -9.3% |
| 6M | -10.2% | +15.6% | -25.8% | -18.3% |
| YTD | -4.9% | +37.6% | -42.6% | -22.1% |
| 1Y | -6.1% | +50.1% | -56.2% | -26.8% |
| 3Y | +46.0% | +183.1% | -137.1% | -22.7% |
| 5Y | -15.7% | +104.8% | -120.5% | -47.8% |
| All | +67.3% | +198.3% | -130.9% | -25.7% |
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