+266.4%
STT vs AME
+425.2%
-158.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | +1.0% | +1.3% | -0.3% | -0.1% |
| 30D | +2.8% | -6.6% | +9.4% | +8.5% |
| 3M | +18.1% | +3.0% | +15.2% | +14.7% |
| 6M | +59.2% | +5.3% | +53.9% | +51.0% |
| YTD | +51.5% | +15.4% | +36.0% | +32.9% |
| 1Y | +75.7% | +26.8% | +48.8% | +41.6% |
| 3Y | +200.8% | +56.5% | +144.2% | +95.7% |
| 5Y | +155.8% | +85.2% | +70.5% | +42.7% |
| 10Y | +266.4% | +428.5% | -162.2% | -6.3% |
| All | +266.4% | +425.2% | -158.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling