+575.8%
PBR vs STT
+198.3%
+377.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | -1.0% | +4.8% | -5.8% | -3.6% |
| 30D | -29.3% | +3.9% | -33.2% | -31.1% |
| 3M | +5.5% | -8.2% | +13.7% | +9.5% |
| 6M | -2.9% | +15.6% | -18.5% | -12.0% |
| YTD | +61.5% | +37.6% | +23.8% | +30.8% |
| 1Y | +46.9% | +50.1% | -3.3% | +12.8% |
| 3Y | +66.4% | +183.1% | -116.6% | -16.4% |
| 5Y | +460.3% | +104.8% | +355.5% | +220.9% |
| All | +575.8% | +198.3% | +377.5% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling