-40.9%
SE vs STT
+75.3%
-116.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.1% | +0.5% | -6.6% | -6.3% |
| 30D | -2.5% | +3.9% | -6.3% | -3.8% |
| 3M | +21.7% | +20.0% | +1.8% | +12.5% |
| 6M | +27.0% | +55.3% | -28.3% | +4.6% |
| YTD | -12.1% | +53.3% | -65.5% | -27.2% |
| 1Y | -40.9% | +74.7% | -115.6% | -53.5% |
| All | -40.9% | +75.3% | -116.2% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling