+479.7%
NDAQ vs STT
+203.9%
+275.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | 0.0% | +0.4% | -0.5% | -0.2% |
| 30D | +16.3% | -0.4% | +16.8% | +16.4% |
| 3M | +15.8% | -6.5% | +22.3% | +18.4% |
| 6M | +24.8% | +17.2% | +7.6% | +17.6% |
| YTD | +14.1% | +38.2% | -24.1% | +1.1% |
| 1Y | +26.5% | +49.3% | -22.8% | +9.1% |
| 3Y | +119.1% | +181.9% | -62.8% | +51.1% |
| 5Y | +70.9% | +106.9% | -36.0% | +26.2% |
| 10Y | +479.7% | +203.1% | +276.6% | +264.3% |
| All | +479.7% | +203.9% | +275.8% | +264.3% |
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