+181.1%
STT vs ACI
-33.3%
+214.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.2% |
| 7D | +0.9% | -5.9% | +6.8% | +1.2% |
| 30D | -2.3% | +7.2% | -9.6% | -2.7% |
| 3M | -7.0% | +8.8% | -15.8% | -7.4% |
| 6M | +15.5% | -17.2% | +32.7% | +16.9% |
| YTD | +35.6% | -21.3% | +56.9% | +37.2% |
| 1Y | +47.9% | -23.7% | +71.6% | +50.3% |
| 3Y | +181.1% | -32.8% | +213.9% | +193.3% |
| All | +181.1% | -33.3% | +214.4% | +193.3% |
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