+76.3%
STT vs ALM
+347.8%
-271.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -1.9% |
| 7D | +2.2% | +8.4% | -6.2% | +1.5% |
| 30D | +3.9% | +34.8% | -30.9% | +1.4% |
| 3M | +19.2% | +16.2% | +2.9% | +17.0% |
| 6M | +60.4% | +2.1% | +58.2% | +57.3% |
| YTD | +51.5% | +117.0% | -65.6% | +39.3% |
| 1Y | +76.3% | +313.9% | -237.6% | +58.0% |
| All | +76.3% | +347.8% | -271.5% | +58.0% |
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