+47.2%
STT vs ALM
+15.4%
+31.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | +0.4% | -7.2% | +7.6% | +1.0% |
| 30D | -0.4% | -26.4% | +25.9% | +1.7% |
| 3M | -6.5% | -38.6% | +32.1% | -3.8% |
| 6M | +17.2% | -61.0% | +78.2% | +23.4% |
| YTD | +38.2% | -7.4% | +45.6% | +37.1% |
| All | +47.2% | +15.4% | +31.8% | +44.9% |
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 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