+239.8%
RF vs STT
+198.3%
+41.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | +0.3% | +1.1% | -0.8% | -0.6% |
| 30D | +6.2% | -1.9% | +8.1% | +7.5% |
| 3M | -7.8% | -7.6% | -0.3% | -2.4% |
| 6M | +5.9% | +16.0% | -10.1% | -6.7% |
| YTD | +9.0% | +36.2% | -27.1% | -15.9% |
| 1Y | +19.3% | +46.8% | -27.5% | -13.4% |
| 3Y | +116.4% | +177.8% | -61.4% | -5.4% |
| 5Y | +46.0% | +105.8% | -59.8% | -22.4% |
| 10Y | +239.8% | +197.6% | +42.2% | +18.3% |
| All | +239.8% | +198.3% | +41.5% | +18.3% |
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