+194.4%
STT vs ALM
+1,942.8%
-1,748.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | 0.0% |
| 7D | +5.1% | -4.0% | +9.2% | +5.3% |
| 30D | -0.2% | -30.5% | +30.3% | +1.1% |
| 3M | -8.1% | -46.9% | +38.8% | -6.2% |
| 6M | +16.6% | -65.5% | +82.1% | +20.5% |
| YTD | +37.8% | -13.4% | +51.2% | +37.3% |
| 1Y | +46.8% | +9.8% | +37.0% | +44.9% |
| 3Y | +181.2% | +783.1% | -601.9% | +156.8% |
| 5Y | +105.1% | +378.3% | -273.2% | +88.5% |
| All | +194.4% | +1,942.8% | -1,748.5% | +167.8% |
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