+255.9%
SPOT vs STT
+183.8%
+72.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | +15.2% | -0.4% | +15.6% | +15.2% |
| 3M | +21.6% | -6.5% | +28.1% | +23.1% |
| 6M | +45.2% | +17.2% | +28.0% | +38.3% |
| YTD | +4.9% | +38.2% | -33.3% | -5.0% |
| 1Y | -4.8% | +49.3% | -54.1% | -15.9% |
| All | +255.9% | +183.8% | +72.1% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling