+251.0%
SPOT vs STT
+152.3%
+98.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.5% | +1.0% | -7.5% | -6.8% |
| 30D | +2.2% | +2.8% | -0.6% | +1.2% |
| 3M | +5.4% | +18.1% | -12.7% | -0.6% |
| 6M | -4.0% | +59.2% | -63.2% | -18.2% |
| YTD | -9.9% | +51.5% | -61.4% | -22.2% |
| 1Y | -27.3% | +75.7% | -102.9% | -40.5% |
| 3Y | +236.4% | +200.8% | +35.6% | +126.0% |
| 5Y | +112.6% | +155.8% | -43.2% | +46.8% |
| All | +251.0% | +152.3% | +98.7% | +127.4% |
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 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