+194.0%
STT vs A
+302.9%
-108.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | +4.8% | -0.5% | +5.2% | +5.0% |
| 30D | +3.9% | 0.0% | +4.0% | +3.9% |
| 3M | -8.2% | +16.7% | -24.9% | -15.7% |
| 6M | +15.6% | +54.8% | -39.2% | -10.0% |
| YTD | +37.6% | +28.8% | +8.8% | +17.8% |
| 1Y | +50.1% | +19.3% | +30.8% | +33.8% |
| 3Y | +183.1% | +65.5% | +117.5% | +98.6% |
| 5Y | +104.8% | +12.1% | +92.8% | +77.7% |
| All | +194.0% | +302.9% | -108.9% | +25.2% |
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