+50.3%
O vs STT
+264.2%
-213.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -0.6% | +2.2% | -2.7% | -1.1% |
| 30D | -2.0% | +3.9% | -5.9% | -3.1% |
| 3M | +3.0% | +19.2% | -16.2% | -2.2% |
| 6M | -3.6% | +60.4% | -64.0% | -16.0% |
| YTD | +12.1% | +51.5% | -39.4% | -1.1% |
| 1Y | +8.9% | +76.3% | -67.4% | -8.3% |
| 3Y | +30.3% | +200.7% | -170.4% | -7.8% |
| 5Y | +13.7% | +157.5% | -143.8% | -18.7% |
| 10Y | +50.3% | +262.0% | -211.7% | -7.8% |
| All | +50.3% | +264.2% | -213.9% | -7.8% |
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