+203.1%
STT vs ACM
+130.8%
+72.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +0.4% | +3.0% | -2.6% | -1.2% |
| 30D | -0.4% | +19.7% | -20.1% | -9.9% |
| 3M | -6.5% | +5.3% | -11.8% | -10.3% |
| 6M | +17.2% | -10.8% | +28.0% | +21.3% |
| YTD | +38.2% | -25.1% | +63.3% | +57.0% |
| 1Y | +49.3% | -45.8% | +95.1% | +104.7% |
| 3Y | +181.9% | -9.4% | +191.3% | +174.5% |
| 5Y | +106.9% | +4.8% | +102.1% | +82.5% |
| 10Y | +203.1% | +129.8% | +73.4% | +66.6% |
| All | +203.1% | +130.8% | +72.3% | +66.6% |
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