+39.5%
PL vs STT
+152.5%
-113.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +10.0% | +4.8% | +5.3% | +6.8% |
| 30D | -2.3% | +3.9% | -6.2% | -4.4% |
| 3M | -44.2% | -8.2% | -36.0% | -40.7% |
| 6M | -66.1% | +15.6% | -81.7% | -69.3% |
| YTD | -30.0% | +37.6% | -67.6% | -43.9% |
| 1Y | +21.0% | +50.1% | -29.1% | -8.6% |
| 3Y | +516.5% | +183.1% | +333.5% | +229.8% |
| 5Y | +32.0% | +104.8% | -72.8% | -24.2% |
| All | +39.5% | +152.5% | -113.0% | -20.1% |
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