+26.8%
PL vs STT
+139.7%
-112.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.2% |
| 7D | -6.8% | -2.5% | -4.4% | -5.1% |
| 30D | -29.3% | -5.0% | -24.3% | -26.5% |
| 3M | -44.8% | -10.5% | -34.3% | -40.3% |
| 6M | -68.4% | +10.0% | -78.4% | -70.4% |
| YTD | -36.4% | +30.7% | -67.0% | -47.3% |
| 1Y | +0.7% | +43.8% | -43.0% | -21.6% |
| 3Y | +455.3% | +168.1% | +287.2% | +207.6% |
| 5Y | +22.7% | +101.4% | -78.7% | -27.2% |
| All | +26.8% | +139.7% | -112.9% | -24.9% |
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