+403.1%
PL vs STT
+164.8%
+238.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.7% | -5.4% | -5.2% |
| 7D | -20.5% | -4.9% | -15.6% | -16.1% |
| 30D | -38.8% | -6.0% | -32.8% | -34.5% |
| 3M | -49.1% | -11.7% | -37.5% | -42.2% |
| 6M | -69.4% | +11.7% | -81.1% | -73.0% |
| YTD | -42.3% | +30.4% | -72.8% | -57.9% |
| 1Y | -14.2% | +43.9% | -58.1% | -44.1% |
| All | +403.1% | +164.8% | +238.3% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling