+186.8%
SO vs STT
+211.9%
-25.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.8% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | +8.6% | -2.3% | +10.9% | +8.9% |
| 3M | +1.8% | -7.0% | +8.8% | +2.9% |
| 6M | +3.6% | +15.5% | -11.9% | +0.7% |
| YTD | +9.9% | +35.6% | -25.7% | +3.5% |
| 1Y | +5.7% | +47.9% | -42.2% | -2.1% |
| 3Y | +52.5% | +181.1% | -128.6% | +23.3% |
| 5Y | +77.3% | +108.2% | -30.9% | +48.3% |
| 10Y | +186.8% | +201.0% | -14.2% | +111.1% |
| All | +186.8% | +211.9% | -25.1% | +111.1% |
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