+21.0%
STM vs STT
+145.1%
-124.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | +0.5% | +5.3% | +5.5% |
| 30D | -1.0% | +3.9% | -4.9% | -3.5% |
| 3M | -33.3% | +20.0% | -53.2% | -40.7% |
| 6M | +57.4% | +55.3% | +2.0% | +18.7% |
| YTD | +102.2% | +53.3% | +48.9% | +53.4% |
| 1Y | +99.6% | +74.7% | +24.9% | +39.2% |
| 3Y | +14.5% | +205.8% | -191.3% | -43.9% |
| All | +21.0% | +145.1% | -124.1% | -37.4% |
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 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