+6,268.1%
SO vs STT
+6,268.9%
-0.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -1.5% | -2.5% | +1.0% | -1.2% |
| 30D | +8.1% | -5.0% | +13.0% | +8.7% |
| 3M | +0.2% | -10.5% | +10.7% | +1.5% |
| 6M | +0.4% | +10.0% | -9.6% | -1.0% |
| YTD | +8.5% | +30.7% | -22.2% | +4.5% |
| 1Y | +4.9% | +43.8% | -38.8% | -0.1% |
| 3Y | +47.9% | +168.1% | -120.2% | +29.3% |
| 5Y | +75.7% | +101.4% | -25.7% | +56.9% |
| 10Y | +178.0% | +211.3% | -33.3% | +128.6% |
| All | +6,268.1% | +6,268.9% | -0.8% | +3,099.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling