-15.1%
F vs STT
+108.8%
-124.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -1.2% |
| 7D | -0.6% | +0.9% | -1.6% | -1.3% |
| 30D | +2.9% | -2.3% | +5.2% | +4.1% |
| 3M | -9.5% | -7.0% | -2.5% | -6.0% |
| 6M | +4.0% | +15.5% | -11.5% | -5.7% |
| YTD | -1.3% | +35.6% | -36.9% | -19.2% |
| 1Y | -1.9% | +47.9% | -49.8% | -23.9% |
| 3Y | +53.5% | +181.1% | -127.6% | -22.2% |
| 5Y | -15.1% | +108.2% | -123.3% | -49.8% |
| All | -15.1% | +108.8% | -124.0% | -49.8% |
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