+70.3%
SE vs STT
+165.4%
-95.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.0% | -2.5% | +4.5% | +3.1% |
| 30D | -20.0% | -5.0% | -15.0% | -18.3% |
| 3M | -31.8% | -10.5% | -21.3% | -28.9% |
| 6M | -15.9% | +10.0% | -25.9% | -19.7% |
| YTD | -40.6% | +30.7% | -71.3% | -47.4% |
| 1Y | -50.7% | +43.8% | -94.4% | -58.1% |
| 3Y | +70.3% | +168.1% | -97.8% | +62.6% |
| All | +70.3% | +165.4% | -95.1% | +62.6% |
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