+813.6%
SLB vs STT
+6,256.2%
-5,442.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.7% | +1.0% | -2.0% |
| 7D | -7.7% | -4.9% | -2.8% | -6.0% |
| 30D | -0.7% | -6.0% | +5.3% | +1.5% |
| 3M | 0.0% | -11.7% | +11.6% | +4.6% |
| 6M | -10.4% | +11.7% | -22.1% | -14.2% |
| YTD | +31.5% | +30.4% | +1.0% | +18.6% |
| 1Y | +39.1% | +43.9% | -4.8% | +21.0% |
| 3Y | -5.7% | +165.4% | -171.1% | -34.9% |
| 5Y | +65.4% | +101.0% | -35.6% | +23.2% |
| 10Y | -15.6% | +210.7% | -226.3% | -44.9% |
| All | +813.6% | +6,256.2% | -5,442.5% | +171.9% |
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 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