+2,396.1%
PWR vs STT
+264.2%
+2,131.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +3.0% |
| 7D | +4.5% | +2.2% | +2.3% | +3.4% |
| 30D | -4.9% | +3.9% | -8.8% | -6.8% |
| 3M | -7.9% | +19.2% | -27.1% | -15.6% |
| 6M | +18.3% | +60.4% | -42.0% | -6.6% |
| YTD | +51.5% | +51.5% | 0.0% | +22.2% |
| 1Y | +70.3% | +76.3% | -6.0% | +27.0% |
| 3Y | +210.6% | +200.7% | +9.9% | +74.0% |
| 5Y | +456.7% | +157.5% | +299.2% | +220.4% |
| 10Y | +2,396.1% | +262.0% | +2,134.1% | +928.4% |
| All | +2,396.1% | +264.2% | +2,131.9% | +928.4% |
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 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