+1,381.0%
NET vs STT
+254.7%
+1,126.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.5% |
| 7D | -16.4% | -0.1% | -16.3% | -16.3% |
| 30D | -25.8% | -1.7% | -24.2% | -25.2% |
| 3M | -11.5% | -6.4% | -5.2% | -8.9% |
| 6M | +18.9% | +17.7% | +1.2% | +10.6% |
| YTD | +35.2% | +36.9% | -1.7% | +17.1% |
| 1Y | +14.5% | +52.0% | -37.6% | -5.2% |
| 3Y | +313.8% | +178.6% | +135.3% | +165.8% |
| 5Y | +32.6% | +109.1% | -76.5% | -9.8% |
| All | +1,381.0% | +254.7% | +1,126.3% | +820.5% |
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