+77.1%
STT vs AGI
+9.6%
+67.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | -1.4% | -5.3% | +3.9% | -0.9% |
| 30D | +2.2% | +6.8% | -4.6% | +1.6% |
| 3M | +18.8% | +8.3% | +10.5% | +17.5% |
| 6M | +57.9% | -29.2% | +87.2% | +62.3% |
| YTD | +51.0% | -7.3% | +58.3% | +49.2% |
| 1Y | +77.1% | +8.0% | +69.1% | +71.3% |
| All | +77.1% | +9.6% | +67.5% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling