+201.0%
STT vs ALM
+2,221.4%
-2,020.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.1% | -4.9% | +2.9% |
| 7D | +0.9% | +0.7% | +0.2% | +0.9% |
| 30D | -2.3% | -26.1% | +23.7% | -1.3% |
| 3M | -7.0% | -38.1% | +31.1% | -5.5% |
| 6M | +15.5% | -55.4% | +70.9% | +18.2% |
| YTD | +35.6% | -0.4% | +36.0% | +34.4% |
| 1Y | +47.9% | +25.4% | +22.5% | +45.3% |
| 3Y | +181.1% | +907.8% | -726.7% | +155.8% |
| 5Y | +108.2% | +440.2% | -332.0% | +90.6% |
| 10Y | +201.0% | +2,031.1% | -1,830.2% | +174.1% |
| All | +201.0% | +2,221.4% | -2,020.4% | +174.1% |
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