+750.3%
STT vs AGI
+5,381.0%
-4,630.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +2.2% | +4.4% | -2.2% | +2.0% |
| 30D | +3.9% | +10.0% | -6.1% | +3.5% |
| 3M | +19.2% | +1.7% | +17.4% | +18.9% |
| 6M | +60.4% | -26.8% | +87.2% | +61.9% |
| YTD | +51.5% | -5.3% | +56.8% | +51.1% |
| 1Y | +76.3% | +11.5% | +64.8% | +74.6% |
| 3Y | +200.7% | +212.9% | -12.2% | +185.0% |
| 5Y | +157.5% | +388.8% | -231.3% | +139.0% |
| 10Y | +262.0% | +383.6% | -121.6% | +228.7% |
| All | +750.3% | +5,381.0% | -4,630.7% | +563.2% |
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