+168.1%
STT vs A
+64.2%
+103.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | -5.0% | +3.4% | -8.3% | -5.8% |
| 3M | -10.5% | +23.8% | -34.3% | -16.1% |
| 6M | +10.0% | +49.0% | -39.0% | -3.6% |
| YTD | +30.7% | +29.4% | +1.3% | +20.4% |
| 1Y | +43.8% | +19.4% | +24.4% | +36.1% |
| 3Y | +168.1% | +66.2% | +101.9% | +133.6% |
| All | +168.1% | +64.2% | +103.8% | +133.6% |
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