+207.3%
STT vs AME
+54.4%
+152.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +3.9% | -6.7% | +10.5% | +7.5% |
| 3M | +20.0% | +4.1% | +15.9% | +17.2% |
| 6M | +55.3% | +1.6% | +53.7% | +53.2% |
| YTD | +53.3% | +16.1% | +37.2% | +41.3% |
| 1Y | +74.7% | +27.3% | +47.4% | +53.3% |
| All | +207.3% | +54.4% | +152.9% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling