+52.0%
STT vs ALM
+44.8%
+7.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | -0.1% | -6.4% | +6.3% | +0.4% |
| 30D | -1.7% | -35.0% | +33.3% | +1.2% |
| 3M | -6.4% | -33.8% | +27.4% | -4.2% |
| 6M | +17.7% | -55.0% | +72.7% | +22.5% |
| YTD | +36.9% | -0.2% | +37.1% | +35.4% |
| 1Y | +52.0% | +41.8% | +10.3% | +46.6% |
| All | +52.0% | +44.8% | +7.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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