+7.5%
SMR vs STT
+163.2%
-155.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +13.1% | +1.0% | +12.1% | +12.2% |
| 30D | +17.8% | +2.8% | +15.0% | +15.2% |
| 3M | +8.1% | +18.1% | -10.0% | -4.0% |
| 6M | -11.1% | +59.2% | -70.3% | -35.0% |
| YTD | -23.7% | +51.5% | -75.2% | -42.3% |
| 1Y | -69.4% | +75.7% | -145.1% | -78.7% |
| 3Y | +82.6% | +200.8% | -118.2% | -1.1% |
| All | +7.5% | +163.2% | -155.7% | -44.1% |
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