+109.3%
RF vs STT
+164.8%
-55.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | +1.4% |
| 7D | -1.6% | -4.9% | +3.3% | +2.0% |
| 30D | +5.0% | -6.0% | +11.0% | +9.7% |
| 3M | -10.0% | -11.7% | +1.7% | -1.5% |
| 6M | +3.3% | +11.7% | -8.4% | -6.6% |
| YTD | +7.9% | +30.4% | -22.5% | -14.5% |
| 1Y | +21.2% | +43.9% | -22.7% | -11.7% |
| All | +109.3% | +164.8% | -55.6% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling