+325.3%
IR vs STT
+163.1%
+162.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +3.7% | -2.5% | +6.2% | +5.1% |
| 30D | +7.4% | -5.0% | +12.4% | +10.4% |
| 3M | -5.9% | -10.5% | +4.5% | -0.2% |
| 6M | +5.6% | +10.0% | -4.4% | -0.7% |
| YTD | +4.8% | +30.7% | -25.8% | -10.8% |
| 1Y | +6.9% | +43.8% | -36.8% | -13.8% |
| 3Y | +27.6% | +168.1% | -140.5% | -28.5% |
| 5Y | +45.8% | +101.4% | -55.6% | -8.1% |
| All | +325.3% | +163.1% | +162.1% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling