+103.1%
STT vs ALM
+410.2%
-307.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.9% | -0.5% |
| 7D | +4.8% | +1.2% | +3.5% | +4.6% |
| 30D | +3.9% | -19.3% | +23.3% | +5.0% |
| 3M | -8.2% | -40.6% | +32.5% | -6.1% |
| 6M | +15.6% | -57.9% | +73.5% | +19.5% |
| YTD | +37.6% | -6.7% | +44.3% | +36.5% |
| 1Y | +50.1% | +20.2% | +29.9% | +47.1% |
| 3Y | +183.1% | +879.4% | -696.4% | +153.5% |
| All | +103.1% | +410.2% | -307.1% | +83.6% |
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