+183.1%
STT vs ACI
-31.5%
+214.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +4.8% | +2.3% | +2.5% | +4.6% |
| 30D | +3.9% | +1.2% | +2.7% | +3.9% |
| 3M | -8.2% | +6.8% | -14.9% | -8.5% |
| 6M | +15.6% | -18.7% | +34.3% | +17.3% |
| YTD | +37.6% | -20.2% | +57.9% | +39.2% |
| 1Y | +50.1% | -23.7% | +73.8% | +52.8% |
| 3Y | +183.1% | -31.6% | +214.7% | +195.2% |
| All | +183.1% | -31.5% | +214.5% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling