+99.4%
STT vs ALM
+396.4%
-297.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | -10.5% | -39.5% | +29.0% | -8.5% |
| 6M | +10.0% | -62.0% | +72.0% | +14.2% |
| YTD | +30.7% | -7.8% | +38.5% | +29.8% |
| 1Y | +43.8% | +26.7% | +17.1% | +40.6% |
| 3Y | +168.1% | +825.4% | -657.3% | +140.6% |
| All | +99.4% | +396.4% | -297.0% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling