+641.2%
STT vs A
+566.3%
+74.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.1% |
| 7D | +0.9% | +4.8% | -3.8% | -0.7% |
| 30D | -2.3% | +5.6% | -8.0% | -4.2% |
| 3M | -7.0% | +23.6% | -30.6% | -14.0% |
| 6M | +15.5% | +56.4% | -40.9% | -2.7% |
| YTD | +35.6% | +33.4% | +2.2% | +20.6% |
| 1Y | +47.9% | +23.7% | +24.2% | +34.9% |
| 3Y | +181.1% | +71.0% | +110.1% | +124.4% |
| 5Y | +108.2% | +16.8% | +91.3% | +88.1% |
| 10Y | +201.0% | +323.8% | -122.8% | +77.2% |
| All | +641.2% | +566.3% | +74.9% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling