+163.8%
ON vs STT
+443.0%
-279.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -11.7% | -2.5% | -9.2% | -10.3% |
| 30D | -23.3% | -5.0% | -18.3% | -21.0% |
| 3M | -19.2% | -10.5% | -8.7% | -14.2% |
| 6M | -40.1% | +10.0% | -50.2% | -42.6% |
| YTD | +16.9% | +30.7% | -13.8% | +2.5% |
| 1Y | +29.7% | +43.8% | -14.0% | +8.4% |
| 3Y | -4.4% | +168.1% | -172.5% | -41.3% |
| 5Y | +7.1% | +101.4% | -94.3% | -24.9% |
| 10Y | +447.2% | +211.3% | +235.9% | +210.5% |
| All | +163.8% | +443.0% | -279.2% | -17.0% |
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