-4.5%
STM vs STT
+109.1%
-113.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.6% |
| 30D | -8.4% | -0.4% | -7.9% | -7.6% |
| 3M | -15.8% | -6.5% | -9.3% | -11.7% |
| 6M | -22.8% | +17.2% | -40.0% | -30.1% |
| YTD | +79.4% | +38.2% | +41.2% | +45.7% |
| 1Y | +97.0% | +49.3% | +47.7% | +52.4% |
| 3Y | +14.2% | +181.9% | -167.7% | -41.4% |
| 5Y | -4.5% | +106.9% | -111.4% | -44.9% |
| All | -4.5% | +109.1% | -113.6% | -44.9% |
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 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