-52.1%
SMR vs STT
+139.5%
-191.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.6% | -7.7% |
| 7D | +10.3% | +5.1% | +5.2% | +6.7% |
| 30D | -25.7% | -0.2% | -25.5% | -25.1% |
| 3M | -49.7% | -8.1% | -41.6% | -46.8% |
| 6M | -59.8% | +16.6% | -76.5% | -63.9% |
| YTD | -66.0% | +37.8% | -103.8% | -72.5% |
| 1Y | -81.4% | +46.8% | -128.3% | -85.5% |
| 3Y | +130.6% | +181.2% | -50.5% | +32.3% |
| All | -52.1% | +139.5% | -191.6% | -73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling