+73.7%
STT vs AFL
+9.0%
+64.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.4% | -3.3% | +1.9% | -0.7% |
| 30D | +2.2% | -5.0% | +7.2% | +3.2% |
| 3M | +18.8% | -1.8% | +20.6% | +18.7% |
| 6M | +57.9% | +4.8% | +53.1% | +54.7% |
| YTD | +51.0% | +5.4% | +45.6% | +46.3% |
| All | +73.7% | +9.0% | +64.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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