+22.1%
LYB vs STT
+78.9%
-56.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +2.5% | +1.7% | +0.7% | +2.5% |
| 3M | +1.4% | +17.9% | -16.5% | +0.3% |
| 6M | -3.5% | +55.3% | -58.8% | -8.6% |
| YTD | +52.0% | +52.7% | -0.7% | +43.2% |
| 1Y | +22.1% | +75.7% | -53.6% | +7.4% |
| All | +22.1% | +78.9% | -56.9% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling