+46.2%
STT vs ACM
-46.1%
+92.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +2.5% |
| 7D | +0.9% | +6.9% | -6.0% | +0.1% |
| 30D | -2.3% | +19.1% | -21.4% | -4.3% |
| 3M | -7.0% | -6.9% | 0.0% | -5.8% |
| 6M | +15.5% | -12.0% | +27.5% | +18.1% |
| YTD | +35.6% | -25.1% | +60.7% | +44.4% |
| All | +46.2% | -46.1% | +92.2% | +56.1% |
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