+99.4%
STT vs A
+15.4%
+84.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | -5.0% | +3.4% | -8.3% | -6.2% |
| 3M | -10.5% | +23.8% | -34.3% | -18.3% |
| 6M | +10.0% | +49.0% | -39.0% | -8.4% |
| YTD | +30.7% | +29.4% | +1.3% | +15.8% |
| 1Y | +43.8% | +19.4% | +24.4% | +32.0% |
| 3Y | +168.1% | +66.2% | +101.9% | +99.2% |
| All | +99.4% | +15.4% | +84.0% | +63.5% |
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