+76.3%
STT vs ACM
-47.1%
+123.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +3.9% | -12.9% | +16.8% | +6.4% |
| 3M | +19.2% | -6.4% | +25.5% | +20.0% |
| 6M | +60.4% | -29.2% | +89.6% | +71.8% |
| YTD | +51.5% | -29.9% | +81.4% | +63.3% |
| 1Y | +76.3% | -47.3% | +123.6% | +98.2% |
| All | +76.3% | -47.1% | +123.4% | +98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling