+167.1%
P vs STT
+164.8%
+2.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.7% | -11.7% | -13.0% |
| 7D | -31.9% | -4.9% | -27.0% | -29.0% |
| 30D | -36.5% | -6.0% | -30.5% | -33.1% |
| 3M | +11.6% | -11.7% | +23.2% | +22.5% |
| 6M | +25.2% | +11.7% | +13.5% | +18.0% |
| YTD | +39.4% | +30.4% | +9.0% | +18.5% |
| 1Y | -3.7% | +43.9% | -47.6% | -23.2% |
| All | +167.1% | +164.8% | +2.3% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling