+707.9%
P vs STT
+210.2%
+497.6%
-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% | -7.5% | +21.7% | +19.8% |
| 6M | +31.6% | +14.9% | +16.7% | +23.5% |
| YTD | +53.5% | +34.9% | +18.6% | +32.5% |
| 1Y | +14.2% | +47.1% | -32.9% | -5.9% |
| 3Y | +190.5% | +179.6% | +10.9% | +72.1% |
| 5Y | +256.3% | +107.1% | +149.2% | +135.8% |
| 10Y | +707.9% | +199.4% | +508.4% | +341.4% |
| All | +707.9% | +210.2% | +497.6% | +341.4% |
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