+3.9%
P vs STT
+44.2%
-40.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -23.8% | -2.5% | -21.3% | -21.5% |
| 30D | -36.6% | -5.0% | -31.7% | -33.0% |
| 3M | +10.9% | -10.5% | +21.3% | +22.5% |
| 6M | +30.0% | +10.0% | +20.0% | +23.9% |
| YTD | +44.4% | +30.7% | +13.7% | +19.9% |
| 1Y | +3.9% | +43.8% | -39.8% | -14.6% |
| All | +3.9% | +44.2% | -40.3% | -14.6% |
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