+82.7%
O vs STT
+198.3%
-115.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +10.4% | -1.9% | +12.3% | +10.9% |
| 3M | -2.4% | -7.6% | +5.1% | -0.5% |
| 6M | -1.2% | +16.0% | -17.2% | -5.8% |
| YTD | +10.4% | +36.2% | -25.8% | 0.0% |
| 1Y | +11.4% | +46.8% | -35.4% | -1.3% |
| 3Y | +40.4% | +177.8% | -137.4% | +0.9% |
| 5Y | +12.1% | +105.8% | -93.7% | -14.5% |
| 10Y | +82.7% | +197.6% | -114.8% | +16.2% |
| All | +82.7% | +198.3% | -115.6% | +16.2% |
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