+262.0%
STT vs A
+237.5%
+24.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | +0.1% |
| 7D | +2.2% | -2.1% | +4.2% | +3.2% |
| 30D | +3.9% | +0.6% | +3.3% | +3.2% |
| 3M | +19.2% | +10.9% | +8.3% | +12.0% |
| 6M | +60.4% | +28.2% | +32.2% | +37.5% |
| YTD | +51.5% | +8.6% | +42.9% | +42.0% |
| 1Y | +76.3% | +15.5% | +60.8% | +58.4% |
| 3Y | +200.7% | +31.8% | +168.9% | +138.6% |
| 5Y | +157.5% | -14.9% | +172.3% | +160.7% |
| 10Y | +262.0% | +237.8% | +24.2% | +65.9% |
| All | +262.0% | +237.5% | +24.5% | +65.9% |
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