+269.6%
STT vs ALM
+3,525.2%
-3,255.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | +0.4% | -7.2% | +7.6% | +0.5% |
| 30D | -0.4% | -26.4% | +25.9% | -0.4% |
| 3M | -6.5% | -38.6% | +32.1% | -6.4% |
| 6M | +17.2% | -61.0% | +78.2% | +17.4% |
| YTD | +38.2% | -7.4% | +45.6% | +38.2% |
| 1Y | +49.3% | +14.0% | +35.3% | +49.2% |
| 3Y | +181.9% | +844.4% | -662.5% | +180.5% |
| 5Y | +106.9% | +410.8% | -303.9% | +105.9% |
| 10Y | +203.1% | +2,084.7% | -1,881.6% | +201.3% |
| All | +269.6% | +3,525.2% | -3,255.6% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling