+183.1%
STT vs AGI
+127.5%
+55.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +4.8% | -10.1% | +14.9% | +5.6% |
| 30D | +3.9% | -6.5% | +10.5% | +4.3% |
| 3M | -8.2% | -12.8% | +4.7% | -7.4% |
| 6M | +15.6% | -34.3% | +49.9% | +18.6% |
| YTD | +37.6% | -25.6% | +63.2% | +39.1% |
| 1Y | +50.1% | -14.2% | +64.4% | +50.3% |
| 3Y | +183.1% | +127.3% | +55.8% | +155.4% |
| All | +183.1% | +127.5% | +55.6% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling