-49.5%
SMR vs STT
+127.1%
-176.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.2% | +16.0% | +16.1% |
| 7D | -9.6% | -2.5% | -7.1% | -7.7% |
| 30D | -33.8% | -5.0% | -28.8% | -31.0% |
| 3M | -46.4% | -10.5% | -35.9% | -42.3% |
| 6M | -62.4% | +10.0% | -72.4% | -64.8% |
| YTD | -64.1% | +30.7% | -94.8% | -70.0% |
| 1Y | -84.3% | +43.8% | -128.1% | -87.6% |
| 3Y | +55.8% | +168.1% | -112.2% | -7.5% |
| All | -49.5% | +127.1% | -176.6% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling