+149.9%
IBM vs STT
+211.9%
-61.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | -0.7% |
| 7D | -2.5% | +0.9% | -3.5% | -2.9% |
| 30D | +8.4% | -2.3% | +10.7% | +9.2% |
| 3M | +4.5% | -7.0% | +11.4% | +6.9% |
| 6M | +7.9% | +15.5% | -7.6% | +1.6% |
| YTD | -15.2% | +35.6% | -50.8% | -24.9% |
| 1Y | -17.6% | +47.9% | -65.4% | -29.2% |
| 3Y | +82.1% | +181.1% | -99.0% | +22.3% |
| 5Y | +143.3% | +108.2% | +35.1% | +75.3% |
| 10Y | +149.9% | +201.0% | -51.1% | +52.9% |
| All | +149.9% | +211.9% | -61.9% | +52.9% |
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