+642.3%
LYB vs STT
+555.2%
+87.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.1% | +1.0% | -4.1% | -3.7% |
| 30D | +4.0% | +2.8% | +1.2% | +2.0% |
| 3M | +2.4% | +18.1% | -15.7% | -8.4% |
| 6M | -1.4% | +59.2% | -60.7% | -27.5% |
| YTD | +53.9% | +51.5% | +2.5% | +16.1% |
| 1Y | +26.1% | +75.7% | -49.6% | -13.6% |
| 3Y | -21.0% | +200.8% | -221.8% | -62.0% |
| 5Y | -0.7% | +155.8% | -156.5% | -50.4% |
| 10Y | +49.3% | +266.4% | -217.1% | -43.8% |
| All | +642.3% | +555.2% | +87.1% | +87.4% |
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 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