+392.6%
STM vs STT
+204.5%
+188.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | -10.7% | -2.5% | -8.3% | -9.2% |
| 30D | -25.7% | -5.0% | -20.8% | -23.1% |
| 3M | -21.6% | -10.5% | -11.1% | -15.8% |
| 6M | -27.8% | +10.0% | -37.8% | -31.5% |
| YTD | +61.8% | +30.7% | +31.1% | +38.1% |
| 1Y | +78.1% | +43.8% | +34.3% | +43.7% |
| 3Y | +4.9% | +168.1% | -163.2% | -41.9% |
| 5Y | -14.3% | +101.4% | -115.7% | -45.9% |
| All | +392.6% | +204.5% | +188.1% | +159.0% |
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 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