+102.3%
STT vs ADVB
-96.8%
+199.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.6% | +23.4% | 0.0% |
| 7D | +4.8% | +27.8% | -23.0% | +4.5% |
| 30D | +3.9% | -50.8% | +54.7% | +4.2% |
| 3M | -8.2% | -70.5% | +62.4% | -7.7% |
| 6M | +15.6% | -46.7% | +62.3% | +15.5% |
| YTD | +37.6% | -56.7% | +94.3% | +37.5% |
| 1Y | +50.1% | -71.8% | +121.9% | +50.5% |
| All | +102.3% | -96.8% | +199.1% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling