+24.3%
P vs STT
+48.2%
-23.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.6% |
| 7D | +17.8% | +5.1% | +12.7% | +12.6% |
| 30D | -29.9% | -0.2% | -29.6% | -29.1% |
| 3M | -1.2% | -8.1% | +7.0% | +6.2% |
| 6M | +32.1% | +16.6% | +15.5% | +19.8% |
| YTD | +64.3% | +37.8% | +26.5% | +30.8% |
| 1Y | +24.3% | +46.8% | -22.5% | -2.2% |
| All | +24.3% | +48.2% | -23.9% | -2.2% |
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