+708.4%
P vs STT
+267.1%
+441.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +6.5% | +0.5% | +6.1% | +6.3% |
| 30D | +18.8% | +3.9% | +15.0% | +16.5% |
| 3M | +26.7% | +20.0% | +6.8% | +15.4% |
| 6M | +62.2% | +55.3% | +6.9% | +28.8% |
| YTD | +48.5% | +53.3% | -4.8% | +18.9% |
| 1Y | +26.4% | +74.7% | -48.3% | -5.8% |
| 3Y | +159.4% | +205.8% | -46.4% | +44.7% |
| 5Y | +275.8% | +145.0% | +130.8% | +125.1% |
| All | +708.4% | +267.1% | +441.3% | +251.9% |
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