+29.7%
PM vs STT
+48.7%
-19.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.2% |
| 7D | -7.1% | +0.4% | -7.5% | -7.0% |
| 30D | -2.8% | -0.4% | -2.4% | -2.8% |
| 3M | +6.3% | -6.5% | +12.8% | +5.7% |
| 6M | +9.6% | +17.2% | -7.5% | +11.0% |
| YTD | +25.6% | +38.2% | -12.6% | +26.1% |
| 1Y | +29.7% | +49.3% | -19.6% | +28.7% |
| All | +29.7% | +48.7% | -19.0% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling