+78.1%
STM vs STT
+44.2%
+33.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | -10.7% | -2.5% | -8.3% | -8.4% |
| 30D | -25.7% | -5.0% | -20.8% | -22.0% |
| 3M | -21.6% | -10.5% | -11.1% | -13.7% |
| 6M | -27.8% | +10.0% | -37.8% | -32.1% |
| YTD | +61.8% | +30.7% | +31.1% | +29.8% |
| 1Y | +78.1% | +43.8% | +34.3% | +28.4% |
| All | +78.1% | +44.2% | +33.9% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling