+14.9%
O vs STT
+145.1%
-130.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -1.9% | +3.9% | -5.7% | -2.7% |
| 3M | +3.8% | +20.0% | -16.1% | 0.0% |
| 6M | -4.7% | +55.3% | -60.1% | -13.2% |
| YTD | +12.5% | +53.3% | -40.9% | +2.5% |
| 1Y | +10.8% | +74.7% | -63.9% | -2.0% |
| 3Y | +28.8% | +205.8% | -177.1% | -1.1% |
| All | +14.9% | +145.1% | -130.2% | -11.2% |
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 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