-24.5%
ON vs STT
+206.4%
-230.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +2.4% | +0.5% | +2.0% | +2.0% |
| 30D | -3.3% | +3.9% | -7.1% | -6.5% |
| 3M | -43.6% | +20.0% | -63.5% | -51.6% |
| 6M | +19.0% | +55.3% | -36.4% | -17.6% |
| YTD | +37.4% | +53.3% | -16.0% | -4.7% |
| 1Y | +54.8% | +74.7% | -19.9% | -4.1% |
| All | -24.5% | +206.4% | -230.9% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling