+291.3%
IR vs STT
+208.7%
+82.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.0% |
| 3M | +6.1% | +20.0% | -13.9% | -4.7% |
| 6M | -16.8% | +55.3% | -72.1% | -35.5% |
| YTD | -3.5% | +53.3% | -56.9% | -24.9% |
| 1Y | -3.5% | +74.7% | -78.2% | -30.4% |
| 3Y | +9.5% | +205.8% | -196.4% | -43.0% |
| 5Y | +45.1% | +145.0% | -99.9% | -18.3% |
| All | +291.3% | +208.7% | +82.5% | +86.3% |
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