+207.3%
STT vs A
+30.8%
+176.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.5% | -1.9% | +2.4% | +1.0% |
| 30D | +3.9% | +6.9% | -3.1% | +1.6% |
| 3M | +20.0% | +9.2% | +10.7% | +16.4% |
| 6M | +55.3% | +25.7% | +29.6% | +43.1% |
| YTD | +53.3% | +11.5% | +41.8% | +47.5% |
| 1Y | +74.7% | +18.4% | +56.3% | +63.9% |
| All | +207.3% | +30.8% | +176.5% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling