+88.9%
SMR vs STT
+203.8%
-115.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.2% | +16.5% | +16.6% |
| 7D | +21.4% | +2.2% | +19.2% | +18.3% |
| 30D | +13.8% | +3.9% | +10.0% | +8.1% |
| 3M | +3.9% | +19.2% | -15.3% | -16.3% |
| 6M | -4.2% | +60.4% | -64.6% | -45.3% |
| YTD | -21.1% | +51.5% | -72.6% | -52.1% |
| 1Y | -67.1% | +76.3% | -143.4% | -83.0% |
| 3Y | +88.9% | +200.7% | -111.9% | -52.3% |
| All | +88.9% | +203.8% | -115.0% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling