+112.5%
NET vs STT
+145.1%
-32.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.1% |
| 7D | -7.0% | +0.5% | -7.5% | -7.3% |
| 30D | -4.8% | +3.9% | -8.6% | -7.4% |
| 3M | +3.8% | +20.0% | -16.1% | -9.7% |
| 6M | +50.0% | +55.3% | -5.3% | +6.4% |
| YTD | +41.5% | +53.3% | -11.9% | +1.0% |
| 1Y | +32.8% | +74.7% | -41.9% | -14.5% |
| 3Y | +335.9% | +205.8% | +130.1% | +76.7% |
| All | +112.5% | +145.1% | -32.6% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling