+11.9%
IR vs STT
+207.1%
-195.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -2.8% | +0.5% | -3.3% | -3.1% |
| 30D | -15.1% | +3.9% | -19.0% | -17.1% |
| 3M | +6.1% | +20.0% | -13.9% | -5.2% |
| 6M | -16.8% | +55.3% | -72.1% | -36.3% |
| YTD | -3.5% | +53.3% | -56.9% | -26.0% |
| 1Y | -3.5% | +74.7% | -78.2% | -31.7% |
| All | +11.9% | +207.1% | -195.3% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling