+266.4%
STT vs ALM
+3,082.3%
-2,815.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.2% |
| 7D | +1.0% | +3.6% | -2.6% | +0.8% |
| 30D | +2.8% | +33.8% | -31.0% | +1.6% |
| 3M | +18.1% | +14.8% | +3.4% | +17.1% |
| 6M | +59.2% | -7.0% | +66.2% | +58.3% |
| YTD | +51.5% | +108.1% | -56.6% | +46.3% |
| 1Y | +75.7% | +313.8% | -238.1% | +65.5% |
| 3Y | +200.8% | +2,227.6% | -2,026.9% | +164.8% |
| 5Y | +155.8% | +956.6% | -800.9% | +128.3% |
| 10Y | +266.4% | +3,082.3% | -2,815.9% | +219.9% |
| All | +266.4% | +3,082.3% | -2,815.9% | +219.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling