+168.1%
STT vs ALM
+825.4%
-657.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -2.5% | -6.7% | +4.2% | -2.1% |
| 30D | -5.0% | -32.9% | +27.9% | -2.8% |
| 3M | -10.5% | -39.5% | +29.0% | -8.2% |
| 6M | +10.0% | -62.0% | +72.0% | +15.1% |
| YTD | +30.7% | -7.8% | +38.5% | +29.4% |
| 1Y | +43.8% | +26.7% | +17.1% | +39.7% |
| 3Y | +168.1% | +825.4% | -657.3% | +132.0% |
| All | +168.1% | +825.4% | -657.3% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling