+197.6%
STT vs A
+312.5%
-114.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | +1.1% | +1.4% | -0.3% | +0.5% |
| 30D | -1.9% | +4.3% | -6.2% | -4.0% |
| 3M | -7.6% | +19.8% | -27.4% | -16.2% |
| 6M | +16.0% | +54.4% | -38.4% | -9.5% |
| YTD | +36.2% | +31.7% | +4.5% | +15.4% |
| 1Y | +46.8% | +22.4% | +24.3% | +29.2% |
| 3Y | +177.8% | +67.7% | +110.1% | +94.1% |
| 5Y | +105.8% | +15.7% | +90.1% | +75.5% |
| 10Y | +197.6% | +308.7% | -111.1% | +28.2% |
| All | +197.6% | +312.5% | -114.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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