+246.4%
PR vs STT
+109.6%
+136.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -9.5% | +1.1% | -10.6% | -10.1% |
| 30D | -5.7% | -1.9% | -3.8% | -5.0% |
| 3M | +3.0% | -7.6% | +10.6% | +6.7% |
| 6M | +11.8% | +16.0% | -4.2% | +1.7% |
| YTD | +58.5% | +36.2% | +22.3% | +30.0% |
| 1Y | +69.9% | +46.8% | +23.1% | +33.0% |
| 3Y | +84.9% | +177.8% | -92.9% | -1.5% |
| 5Y | +246.4% | +105.8% | +140.6% | +102.4% |
| All | +246.4% | +109.6% | +136.8% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling