+75.7%
STT vs AME
+27.2%
+48.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.2% | +2.8% | -0.6% | +0.9% |
| 30D | +3.9% | -6.3% | +10.2% | +6.8% |
| 3M | +19.2% | +5.4% | +13.8% | +16.1% |
| 6M | +60.4% | +7.4% | +52.9% | +54.2% |
| YTD | +51.5% | +16.2% | +35.3% | +42.2% |
| All | +75.7% | +27.2% | +48.5% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling