+156.0%
STT vs AGI
+389.1%
-233.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | 0.0% |
| 7D | -1.4% | -5.4% | +4.0% | -0.9% |
| 30D | +2.2% | +6.6% | -4.5% | +1.5% |
| 3M | +18.8% | +8.2% | +10.6% | +17.5% |
| 6M | +57.9% | -29.3% | +87.2% | +62.1% |
| YTD | +51.0% | -7.4% | +58.4% | +50.2% |
| 1Y | +77.1% | +7.9% | +69.2% | +73.1% |
| 3Y | +199.8% | +206.2% | -6.4% | +154.7% |
| 5Y | +156.0% | +397.6% | -241.7% | +108.3% |
| All | +156.0% | +389.1% | -233.1% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling