+60.7%
SE vs STT
+183.8%
-123.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.1% | -4.3% |
| 7D | -7.7% | +0.4% | -8.2% | -7.9% |
| 30D | -22.8% | -0.4% | -22.4% | -22.7% |
| 3M | -43.7% | -6.5% | -37.3% | -42.4% |
| 6M | -12.8% | +17.2% | -30.0% | -18.9% |
| YTD | -42.0% | +38.2% | -80.2% | -49.7% |
| 1Y | -48.0% | +49.3% | -97.3% | -56.4% |
| All | +60.7% | +183.8% | -123.0% | +51.3% |
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