+376.0%
NDAQ vs STT
+264.2%
+111.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -2.6% | +2.2% | -4.7% | -3.3% |
| 30D | +0.5% | +3.9% | -3.4% | -0.9% |
| 3M | +9.9% | +19.2% | -9.3% | +3.2% |
| 6M | +8.2% | +60.4% | -52.2% | -8.8% |
| YTD | -1.5% | +51.5% | -52.9% | -15.3% |
| 1Y | +1.3% | +76.3% | -75.0% | -17.5% |
| 3Y | +92.6% | +200.7% | -108.2% | +29.9% |
| 5Y | +53.8% | +157.5% | -103.6% | +5.5% |
| 10Y | +376.0% | +262.0% | +114.0% | +172.7% |
| All | +376.0% | +264.2% | +111.8% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling