+69.5%
PR vs STT
+75.3%
-5.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +2.9% | +0.5% | +2.4% | +2.9% |
| 30D | +18.0% | +3.9% | +14.2% | +18.0% |
| 3M | +16.9% | +20.0% | -3.1% | +16.2% |
| 6M | +28.2% | +55.3% | -27.1% | +23.9% |
| YTD | +69.3% | +53.3% | +16.0% | +63.5% |
| 1Y | +69.5% | +74.7% | -5.2% | +62.7% |
| All | +69.5% | +75.3% | -5.8% | +62.7% |
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