-73.1%
SMR vs STT
+75.3%
-148.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +4.4% | +0.5% | +3.9% | +3.8% |
| 30D | +3.4% | +3.9% | -0.4% | -2.1% |
| 3M | -19.2% | +20.0% | -39.1% | -37.6% |
| 6M | -22.6% | +55.3% | -78.0% | -58.9% |
| YTD | -31.5% | +53.3% | -84.9% | -64.7% |
| 1Y | -73.1% | +74.7% | -147.8% | -89.4% |
| All | -73.1% | +75.3% | -148.4% | -89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling