+686.6%
P vs STT
+204.5%
+482.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -23.8% | -2.5% | -21.3% | -22.5% |
| 30D | -36.6% | -5.0% | -31.7% | -34.5% |
| 3M | +10.9% | -10.5% | +21.3% | +18.3% |
| 6M | +30.0% | +10.0% | +20.0% | +24.7% |
| YTD | +44.4% | +30.7% | +13.7% | +26.7% |
| 1Y | +3.9% | +43.8% | -39.8% | -13.3% |
| 3Y | +176.6% | +168.1% | +8.5% | +67.4% |
| 5Y | +249.3% | +101.4% | +147.9% | +134.5% |
| All | +686.6% | +204.5% | +482.1% | +325.8% |
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