+42.1%
RF vs STT
+100.0%
-57.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | -2.5% | +1.6% | +0.8% |
| 30D | +6.0% | -5.0% | +11.0% | +9.6% |
| 3M | -8.9% | -10.5% | +1.6% | -1.8% |
| 6M | +2.3% | +10.0% | -7.7% | -5.3% |
| YTD | +7.6% | +30.7% | -23.1% | -12.5% |
| 1Y | +21.2% | +43.8% | -22.6% | -8.0% |
| 3Y | +108.5% | +168.1% | -59.5% | +2.1% |
| All | +42.1% | +100.0% | -57.9% | -16.8% |
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