+10.3%
P vs STT
+48.0%
-37.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.2% |
| 7D | -13.3% | +1.1% | -14.4% | -13.6% |
| 30D | -34.0% | -1.9% | -32.1% | -32.3% |
| 3M | +4.1% | -7.6% | +11.7% | +11.6% |
| 6M | +30.5% | +16.0% | +14.5% | +19.0% |
| YTD | +52.2% | +36.2% | +16.0% | +21.8% |
| 1Y | +10.3% | +46.8% | -36.5% | -12.2% |
| All | +10.3% | +48.0% | -37.7% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling