+35.0%
ITW vs STT
+158.4%
-123.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -1.9% | +1.0% | -2.9% | -2.3% |
| 30D | -10.4% | +2.8% | -13.2% | -11.3% |
| 3M | +3.5% | +18.1% | -14.6% | -3.1% |
| 6M | -3.4% | +59.2% | -62.6% | -19.4% |
| YTD | +8.5% | +51.5% | -43.0% | -8.1% |
| 1Y | +3.2% | +75.7% | -72.4% | -17.8% |
| 3Y | +18.9% | +200.8% | -181.9% | -23.8% |
| 5Y | +35.0% | +155.8% | -120.8% | -16.5% |
| All | +35.0% | +158.4% | -123.4% | -16.5% |
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