+1,407.5%
RF vs STT
+6,256.2%
-4,848.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | +0.7% |
| 7D | -1.6% | -4.9% | +3.3% | +1.3% |
| 30D | +5.0% | -6.0% | +11.0% | +8.8% |
| 3M | -10.0% | -11.7% | +1.7% | -3.2% |
| 6M | +3.3% | +11.7% | -8.4% | -4.0% |
| YTD | +7.9% | +30.4% | -22.5% | -9.0% |
| 1Y | +21.2% | +43.9% | -22.7% | -3.7% |
| 3Y | +105.8% | +165.4% | -59.6% | +13.5% |
| 5Y | +43.7% | +101.0% | -57.3% | -8.4% |
| 10Y | +289.4% | +210.7% | +78.7% | +95.4% |
| All | +1,407.5% | +6,256.2% | -4,848.7% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling