+154.5%
SO vs STT
+269.9%
-115.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.2% | +0.5% | -0.6% | -0.2% |
| 30D | -4.6% | +3.9% | -8.4% | -5.2% |
| 3M | -3.0% | +20.0% | -23.0% | -6.1% |
| 6M | -8.3% | +55.3% | -63.6% | -15.2% |
| YTD | +3.5% | +53.3% | -49.8% | -4.3% |
| 1Y | -0.9% | +74.7% | -75.6% | -10.8% |
| 3Y | +45.4% | +205.8% | -160.5% | +16.4% |
| 5Y | +59.6% | +145.0% | -85.4% | +30.0% |
| All | +154.5% | +269.9% | -115.3% | +81.5% |
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 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