+111.7%
SPOT vs STT
+150.3%
-38.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -2.9% | +2.2% | -5.0% | -3.7% |
| 30D | +8.3% | +3.9% | +4.4% | +6.4% |
| 3M | +5.1% | +19.2% | -14.1% | -3.2% |
| 6M | -6.5% | +60.4% | -66.8% | -24.9% |
| YTD | -9.0% | +51.5% | -60.4% | -25.4% |
| 1Y | -26.4% | +76.3% | -102.7% | -44.2% |
| 3Y | +240.0% | +200.7% | +39.3% | +91.5% |
| 5Y | +111.7% | +157.5% | -45.7% | +20.0% |
| All | +111.7% | +150.3% | -38.6% | +20.0% |
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 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