+449.1%
PL vs STT
+207.1%
+241.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.4% |
| 7D | -9.3% | +0.5% | -9.8% | -9.9% |
| 30D | -18.9% | +3.9% | -22.8% | -22.3% |
| 3M | -58.4% | +20.0% | -78.3% | -66.1% |
| 6M | -30.3% | +55.3% | -85.6% | -57.5% |
| YTD | -8.1% | +53.3% | -61.5% | -43.9% |
| 1Y | +180.5% | +74.7% | +105.8% | +47.2% |
| All | +449.1% | +207.1% | +241.9% | +38.9% |
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 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