+1,588.2%
PLTR vs STT
+232.3%
+1,355.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -12.9% | -2.5% | -10.4% | -11.5% |
| 30D | -17.4% | -5.0% | -12.4% | -14.7% |
| 3M | +2.9% | -10.5% | +13.3% | +9.4% |
| 6M | +19.9% | +10.0% | +9.9% | +12.7% |
| YTD | -9.8% | +30.7% | -40.5% | -24.0% |
| 1Y | -8.4% | +43.8% | -52.1% | -27.0% |
| 3Y | +765.0% | +168.1% | +597.0% | +385.4% |
| 5Y | +516.8% | +101.4% | +415.4% | +271.2% |
| All | +1,588.2% | +232.3% | +1,355.9% | +863.8% |
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