+5,387.7%
O vs STT
+3,651.5%
+1,736.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | -1.9% | +3.9% | -5.7% | -3.0% |
| 3M | +3.8% | +20.0% | -16.1% | -1.8% |
| 6M | -4.7% | +55.3% | -60.1% | -16.6% |
| YTD | +12.5% | +53.3% | -40.9% | -1.5% |
| 1Y | +10.8% | +74.7% | -63.9% | -6.8% |
| 3Y | +28.8% | +205.8% | -177.1% | -9.3% |
| 5Y | +13.2% | +145.0% | -131.8% | -17.8% |
| 10Y | +53.5% | +266.0% | -212.6% | -6.6% |
| All | +5,387.7% | +3,651.5% | +1,736.2% | +1,773.6% |
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