+359.4%
ORLY vs STT
+267.9%
+91.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.1% | -1.4% | -0.8% | -1.8% |
| 30D | -7.6% | +2.2% | -9.8% | -8.1% |
| 3M | -5.5% | +18.8% | -24.3% | -9.5% |
| 6M | -9.7% | +57.9% | -67.6% | -19.3% |
| YTD | -6.2% | +51.0% | -57.2% | -15.6% |
| 1Y | -18.6% | +77.1% | -95.8% | -29.7% |
| 3Y | +33.8% | +199.8% | -166.0% | -0.4% |
| 5Y | +116.5% | +156.0% | -39.4% | +62.7% |
| All | +359.4% | +267.9% | +91.5% | +203.9% |
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