+154.5%
STT vs A
-12.8%
+167.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +0.5% | -1.9% | +2.4% | +1.3% |
| 30D | +3.9% | +6.9% | -3.1% | +0.8% |
| 3M | +20.0% | +9.2% | +10.7% | +15.0% |
| 6M | +55.3% | +25.7% | +29.6% | +38.9% |
| YTD | +53.3% | +11.5% | +41.8% | +44.7% |
| 1Y | +74.7% | +18.4% | +56.3% | +59.4% |
| 3Y | +205.8% | +26.6% | +179.2% | +159.2% |
| All | +154.5% | -12.8% | +167.3% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling