+589.4%
SE vs STT
+155.8%
+433.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | +21.7% | +20.0% | +1.8% | +11.9% |
| 6M | +27.0% | +55.3% | -28.3% | +3.9% |
| YTD | -12.1% | +53.3% | -65.5% | -27.8% |
| 1Y | -40.9% | +74.7% | -115.6% | -54.3% |
| 3Y | +191.0% | +205.8% | -14.8% | +72.8% |
| 5Y | -68.3% | +145.0% | -213.3% | -79.7% |
| All | +589.4% | +155.8% | +433.6% | +298.4% |
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