+194.0%
STT vs ACM
+132.6%
+61.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | +4.8% | +5.6% | -0.9% | +1.6% |
| 30D | +3.9% | +20.8% | -16.9% | -6.7% |
| 3M | -8.2% | +11.4% | -19.6% | -14.4% |
| 6M | +15.6% | +0.9% | +14.7% | +12.1% |
| YTD | +37.6% | -24.8% | +62.5% | +56.3% |
| 1Y | +50.1% | -46.4% | +96.6% | +108.6% |
| 3Y | +183.1% | -9.2% | +192.3% | +174.9% |
| 5Y | +104.8% | +5.0% | +99.9% | +79.6% |
| All | +194.0% | +132.6% | +61.4% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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