+171.7%
STT vs ABCL
-80.5%
+252.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | -0.4% |
| 7D | -2.5% | -3.2% | +0.7% | -2.3% |
| 30D | -5.0% | -7.4% | +2.5% | -4.5% |
| 3M | -10.5% | +81.9% | -92.4% | -16.2% |
| 6M | +10.0% | +135.7% | -125.7% | -0.5% |
| YTD | +30.7% | +247.4% | -216.7% | +12.9% |
| 1Y | +43.8% | +162.3% | -118.5% | +27.2% |
| 3Y | +168.1% | +165.5% | +2.6% | +127.2% |
| 5Y | +101.4% | -21.3% | +122.7% | +78.7% |
| All | +171.7% | -80.5% | +252.2% | +153.2% |
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