+264.3%
STT vs AGI
+392.3%
-128.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | -0.4% | -2.7% | +2.3% | -0.4% |
| 30D | +1.7% | +7.2% | -5.5% | +1.6% |
| 3M | +17.9% | +4.3% | +13.6% | +17.7% |
| 6M | +55.3% | -27.1% | +82.4% | +55.9% |
| YTD | +52.7% | -6.6% | +59.3% | +52.6% |
| 1Y | +75.7% | +9.5% | +66.1% | +75.2% |
| 3Y | +197.9% | +208.4% | -10.5% | +194.7% |
| 5Y | +158.8% | +401.6% | -242.9% | +157.5% |
| All | +264.3% | +392.3% | -128.1% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling