-11.4%
F vs STT
+97.1%
-108.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | +1.6% |
| 7D | +1.4% | -4.9% | +6.3% | +4.3% |
| 30D | +2.0% | -6.0% | +8.0% | +5.6% |
| 3M | -10.4% | -11.7% | +1.3% | -4.0% |
| 6M | +9.7% | +11.7% | -2.0% | +1.4% |
| YTD | -1.2% | +30.4% | -31.6% | -17.3% |
| 1Y | 0.0% | +43.9% | -43.9% | -21.2% |
| 3Y | +41.1% | +165.4% | -124.3% | -26.1% |
| 5Y | -11.4% | +101.0% | -112.4% | -46.4% |
| All | -11.4% | +97.1% | -108.5% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling