+156.0%
STT vs AFL
+131.0%
+25.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -1.4% | -3.3% | +1.9% | +1.0% |
| 30D | +2.2% | -5.0% | +7.2% | +5.9% |
| 3M | +18.8% | -1.8% | +20.6% | +19.7% |
| 6M | +57.9% | +4.8% | +53.1% | +50.9% |
| YTD | +51.0% | +5.4% | +45.6% | +43.1% |
| 1Y | +77.1% | +9.0% | +68.2% | +63.0% |
| 3Y | +199.8% | +63.0% | +136.8% | +85.0% |
| 5Y | +156.0% | +134.5% | +21.5% | +6.4% |
| All | +156.0% | +131.0% | +25.0% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling