+186.2%
STT vs ABCL
-81.2%
+267.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +4.8% | -3.3% | +8.0% | +5.1% |
| 30D | +3.9% | -7.1% | +11.0% | +4.4% |
| 3M | -8.2% | +4.7% | -12.9% | -9.1% |
| 6M | +15.6% | +140.9% | -125.3% | +4.3% |
| YTD | +37.6% | +236.0% | -198.3% | +19.2% |
| 1Y | +50.1% | +217.4% | -167.3% | +30.6% |
| 3Y | +183.1% | +188.7% | -5.6% | +138.3% |
| 5Y | +104.8% | -23.5% | +128.3% | +82.2% |
| All | +186.2% | -81.2% | +267.3% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling