+55.8%
SMR vs STT
+165.4%
-109.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.2% | +16.0% | +16.0% |
| 7D | -9.6% | -2.5% | -7.1% | -6.7% |
| 30D | -33.8% | -5.0% | -28.8% | -29.5% |
| 3M | -46.4% | -10.5% | -35.9% | -40.0% |
| 6M | -62.4% | +10.0% | -72.4% | -66.7% |
| YTD | -64.1% | +30.7% | -94.8% | -73.8% |
| 1Y | -84.3% | +43.8% | -128.1% | -89.7% |
| 3Y | +55.8% | +168.1% | -112.2% | -51.5% |
| All | +55.8% | +165.4% | -109.5% | -51.5% |
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