+10.3%
STM vs STT
+180.5%
-170.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | 0.0% |
| 7D | -7.9% | +1.1% | -9.0% | -8.4% |
| 30D | -14.1% | -1.9% | -12.2% | -12.4% |
| 3M | -17.6% | -7.6% | -10.0% | -12.3% |
| 6M | -24.2% | +16.0% | -40.2% | -31.7% |
| YTD | +73.3% | +36.2% | +37.1% | +38.3% |
| 1Y | +90.1% | +46.8% | +43.3% | +43.7% |
| 3Y | +10.3% | +177.8% | -167.4% | -47.3% |
| All | +10.3% | +180.5% | -170.1% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling