+462.0%
NDAQ vs STT
+202.1%
+259.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.8% | -2.5% | +3.3% | +1.7% |
| 30D | +16.5% | -5.0% | +21.5% | +18.5% |
| 3M | +13.5% | -10.0% | +23.5% | +17.6% |
| 6M | +20.9% | +10.6% | +10.3% | +16.3% |
| YTD | +11.4% | +31.4% | -20.0% | +0.5% |
| 1Y | +25.9% | +44.5% | -18.6% | +9.8% |
| 3Y | +119.9% | +169.5% | -49.6% | +54.0% |
| 5Y | +61.7% | +102.5% | -40.7% | +20.4% |
| All | +462.0% | +202.1% | +259.9% | +258.5% |
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 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