+14.8%
PL vs STT
+139.2%
-124.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.7% | -5.4% | -6.9% |
| 7D | -20.5% | -4.9% | -15.6% | -17.6% |
| 30D | -38.8% | -6.0% | -32.8% | -35.9% |
| 3M | -49.1% | -11.7% | -37.5% | -44.6% |
| 6M | -69.4% | +11.7% | -81.1% | -71.6% |
| YTD | -42.3% | +30.4% | -72.8% | -52.2% |
| 1Y | -14.2% | +43.9% | -58.1% | -33.3% |
| 3Y | +398.7% | +165.4% | +233.3% | +177.6% |
| 5Y | +11.1% | +101.0% | -89.9% | -33.9% |
| All | +14.8% | +139.2% | -124.4% | -31.9% |
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