+200.7%
STT vs ACI
-43.5%
+244.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -1.0% |
| 7D | +2.2% | -2.6% | +4.7% | +2.3% |
| 30D | +3.9% | +1.1% | +2.8% | +3.8% |
| 3M | +19.2% | -23.6% | +42.8% | +21.3% |
| 6M | +60.4% | -29.9% | +90.3% | +64.4% |
| YTD | +51.5% | -26.9% | +78.3% | +54.0% |
| 1Y | +76.3% | -34.2% | +110.5% | +82.2% |
| 3Y | +200.7% | -43.6% | +244.4% | +213.0% |
| All | +200.7% | -43.5% | +244.2% | +213.0% |
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