+597.0%
SE vs STT
+152.7%
+444.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | +0.6% | +2.2% | -1.6% | -0.4% |
| 30D | -0.1% | +3.9% | -4.0% | -1.9% |
| 3M | +34.1% | +19.2% | +15.0% | +23.6% |
| 6M | +23.2% | +60.4% | -37.2% | -0.6% |
| YTD | -11.2% | +51.5% | -62.6% | -26.6% |
| 1Y | -40.5% | +76.3% | -116.8% | -54.2% |
| 3Y | +196.3% | +200.7% | -4.5% | +77.3% |
| 5Y | -67.0% | +157.5% | -224.5% | -79.2% |
| All | +597.0% | +152.7% | +444.3% | +304.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling