+256.3%
P vs STT
+108.8%
+147.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.1% | +4.4% |
| 7D | -9.6% | +0.9% | -10.5% | -9.7% |
| 30D | -33.4% | -2.3% | -31.1% | -32.0% |
| 3M | +14.2% | -7.0% | +21.2% | +19.8% |
| 6M | +31.6% | +15.5% | +16.1% | +22.9% |
| YTD | +53.5% | +35.6% | +17.9% | +31.5% |
| 1Y | +14.2% | +47.9% | -33.7% | -6.7% |
| 3Y | +190.5% | +181.1% | +9.4% | +71.1% |
| 5Y | +256.3% | +108.2% | +148.1% | +133.5% |
| All | +256.3% | +108.8% | +147.5% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling