+2,593.6%
NDAQ vs STT
+502.8%
+2,090.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.8% | -2.5% | +3.3% | +1.9% |
| 30D | +16.5% | -5.0% | +21.5% | +18.9% |
| 3M | +13.5% | -10.5% | +24.0% | +18.5% |
| 6M | +20.9% | +10.0% | +10.9% | +15.8% |
| YTD | +11.4% | +30.7% | -19.3% | -0.9% |
| 1Y | +25.9% | +43.8% | -17.8% | +7.7% |
| 3Y | +119.9% | +168.1% | -48.2% | +44.6% |
| 5Y | +61.7% | +101.4% | -39.7% | +14.9% |
| 10Y | +481.6% | +211.3% | +270.3% | +211.9% |
| All | +2,593.6% | +502.8% | +2,090.8% | +788.5% |
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 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