+107.3%
PR vs STT
+267.1%
-159.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.9% | +0.5% | +2.4% | +2.5% |
| 30D | +18.0% | +3.9% | +14.2% | +14.8% |
| 3M | +16.9% | +20.0% | -3.1% | +2.9% |
| 6M | +28.2% | +55.3% | -27.1% | -6.0% |
| YTD | +69.3% | +53.3% | +16.0% | +24.3% |
| 1Y | +69.5% | +74.7% | -5.2% | +13.1% |
| 3Y | +81.7% | +205.8% | -124.1% | -18.3% |
| 5Y | +422.2% | +145.0% | +277.2% | +160.6% |
| All | +107.3% | +267.1% | -159.8% | +4.0% |
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