-67.2%
PL vs STT
+15.3%
-82.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.5% | -8.2% |
| 7D | -11.7% | -0.1% | -11.6% | -11.6% |
| 30D | -27.1% | -1.7% | -25.5% | -26.1% |
| 3M | -44.6% | -6.4% | -38.2% | -42.2% |
| 6M | -67.2% | +17.7% | -84.9% | -75.1% |
| All | -67.2% | +15.3% | -82.4% | -75.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling