+672.7%
STT vs AGI
+4,206.7%
-3,534.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +4.8% | -10.1% | +14.9% | +5.2% |
| 30D | +3.9% | -6.5% | +10.5% | +4.1% |
| 3M | -8.2% | -12.8% | +4.7% | -7.8% |
| 6M | +15.6% | -34.3% | +49.9% | +17.2% |
| YTD | +37.6% | -25.6% | +63.2% | +38.6% |
| 1Y | +50.1% | -14.2% | +64.4% | +50.3% |
| 3Y | +183.1% | +127.3% | +55.8% | +171.5% |
| 5Y | +104.8% | +241.8% | -136.9% | +92.7% |
| 10Y | +201.9% | +381.8% | -179.9% | +174.0% |
| All | +672.7% | +4,206.7% | -3,534.0% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling