+707.9%
P vs STT
+211.9%
+496.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.1% | +4.6% |
| 7D | -9.6% | +0.9% | -10.5% | -9.7% |
| 30D | -33.4% | -2.3% | -31.1% | -32.1% |
| 3M | +14.2% | -7.0% | +21.2% | +19.5% |
| 6M | +31.6% | +15.5% | +16.1% | +23.1% |
| YTD | +53.5% | +35.6% | +17.9% | +32.2% |
| 1Y | +14.2% | +47.9% | -33.7% | -6.1% |
| 3Y | +190.5% | +181.1% | +9.4% | +71.7% |
| 5Y | +256.3% | +108.2% | +148.1% | +135.2% |
| 10Y | +707.9% | +201.0% | +506.9% | +340.2% |
| All | +707.9% | +211.9% | +496.0% | +340.2% |
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