+37.0%
ORLY vs STT
+195.2%
-158.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | -6.7% | +2.8% | -9.5% | -6.9% |
| 3M | -3.8% | +18.1% | -21.9% | -5.4% |
| 6M | -9.0% | +59.2% | -68.2% | -13.3% |
| YTD | -5.6% | +51.5% | -57.1% | -9.8% |
| 1Y | -19.5% | +75.7% | -95.2% | -24.7% |
| All | +37.0% | +195.2% | -158.2% | +19.3% |
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