+59.2%
STT vs ADVB
+95.9%
-36.6%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.4% | 0.0% |
| 7D | +1.0% | -13.0% | +14.0% | +1.0% |
| 30D | +2.8% | +7.5% | -4.7% | +2.8% |
| 3M | +18.1% | +129.1% | -111.0% | +19.5% |
| 6M | +59.2% | +71.7% | -12.5% | +60.4% |
| All | +59.2% | +95.9% | -36.6% | +60.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling