+15.5%
MSCI vs STT
+48.0%
-32.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +2.7% | +1.1% | +1.5% | +2.4% |
| 30D | +16.2% | -1.9% | +18.1% | +16.6% |
| 3M | +17.1% | -7.6% | +24.7% | +18.9% |
| 6M | +13.0% | +16.0% | -3.0% | +8.1% |
| YTD | +15.8% | +36.2% | -20.4% | +5.5% |
| 1Y | +15.5% | +46.8% | -31.3% | +3.5% |
| All | +15.5% | +48.0% | -32.5% | +3.5% |
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 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