+120.2%
SPOT vs STT
+109.1%
+11.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | +15.2% | -0.4% | +15.6% | +15.2% |
| 3M | +21.6% | -6.5% | +28.1% | +24.5% |
| 6M | +45.2% | +17.2% | +28.0% | +33.8% |
| YTD | +4.9% | +38.2% | -33.3% | -11.2% |
| 1Y | -4.8% | +49.3% | -54.1% | -22.4% |
| 3Y | +256.3% | +181.9% | +74.3% | +102.5% |
| 5Y | +120.2% | +106.9% | +13.3% | +32.4% |
| All | +120.2% | +109.1% | +11.0% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling