+246.4%
STT vs ACI
+34.0%
+212.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -1.9% | +9.5% | -11.5% | -3.0% |
| 3M | -7.6% | +10.1% | -17.7% | -8.8% |
| 6M | +16.0% | -15.4% | +31.4% | +17.7% |
| YTD | +36.2% | -19.5% | +55.7% | +38.6% |
| 1Y | +46.8% | -21.0% | +67.8% | +49.8% |
| 3Y | +177.8% | -31.2% | +209.0% | +187.7% |
| 5Y | +105.8% | -40.6% | +146.4% | +114.0% |
| All | +246.4% | +34.0% | +212.5% | +247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling