+268.9%
STT vs ACM
+233.3%
+35.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.5% | +5.4% | -7.8% | -5.3% |
| 30D | -5.0% | +15.1% | -20.1% | -12.2% |
| 3M | -10.5% | -10.5% | 0.0% | -6.4% |
| 6M | +10.0% | -19.7% | +29.7% | +20.6% |
| YTD | +30.7% | -28.8% | +59.5% | +51.9% |
| 1Y | +43.8% | -47.9% | +91.6% | +98.1% |
| 3Y | +168.1% | -12.4% | +180.4% | +168.9% |
| 5Y | +101.4% | +0.6% | +100.8% | +85.7% |
| 10Y | +211.3% | +161.3% | +50.1% | +57.2% |
| All | +268.9% | +233.3% | +35.6% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling