+657.6%
STM vs STT
+264.2%
+393.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | +5.2% | +2.2% | +3.0% | +3.8% |
| 30D | -7.4% | +3.9% | -11.3% | -9.6% |
| 3M | -30.6% | +19.2% | -49.8% | -37.7% |
| 6M | +66.4% | +60.4% | +6.0% | +25.2% |
| YTD | +101.1% | +51.5% | +49.7% | +56.4% |
| 1Y | +97.4% | +76.3% | +21.1% | +39.9% |
| 3Y | +21.1% | +200.7% | -179.6% | -37.9% |
| 5Y | +22.5% | +157.5% | -135.0% | -33.8% |
| 10Y | +657.6% | +262.0% | +395.6% | +223.9% |
| All | +657.6% | +264.2% | +393.4% | +223.9% |
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