+6,565.3%
STT vs AFL
+20,558.3%
-13,993.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +4.8% | +2.9% | +1.9% | +3.2% |
| 30D | +3.9% | +8.0% | -4.0% | -0.5% |
| 3M | -8.2% | +5.9% | -14.1% | -11.2% |
| 6M | +15.6% | +11.6% | +4.0% | +8.1% |
| YTD | +37.6% | +17.5% | +20.1% | +24.7% |
| 1Y | +50.1% | +13.3% | +36.8% | +38.7% |
| 3Y | +183.1% | +67.0% | +116.0% | +108.3% |
| 5Y | +104.8% | +150.6% | -45.8% | +22.3% |
| 10Y | +201.9% | +343.1% | -141.2% | +33.0% |
| All | +6,565.3% | +20,558.3% | -13,993.0% | +774.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling