-0.3%
SPOT vs STT
+53.6%
-53.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.6% |
| 7D | +16.6% | -0.1% | +16.7% | +16.5% |
| 30D | +29.9% | -1.7% | +31.6% | +30.0% |
| 3M | +31.3% | -6.4% | +37.6% | +31.2% |
| 6M | +43.2% | +17.7% | +25.5% | +40.2% |
| YTD | +8.1% | +36.9% | -28.8% | +3.8% |
| 1Y | -0.3% | +52.0% | -52.3% | -6.4% |
| All | -0.3% | +53.6% | -53.9% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling