+108.5%
RF vs STT
+165.4%
-56.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | -2.5% | +1.6% | +0.9% |
| 30D | +6.0% | -5.0% | +11.0% | +9.9% |
| 3M | -8.9% | -10.5% | +1.6% | -1.3% |
| 6M | +2.3% | +10.0% | -7.7% | -6.3% |
| YTD | +7.6% | +30.7% | -23.1% | -14.9% |
| 1Y | +21.2% | +43.8% | -22.6% | -11.7% |
| 3Y | +108.5% | +168.1% | -59.5% | -19.0% |
| All | +108.5% | +165.4% | -56.8% | -19.0% |
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 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