+108.2%
STT vs AME
+76.7%
+31.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +0.4% |
| 7D | +0.9% | -1.5% | +2.4% | +1.7% |
| 30D | -2.3% | -4.2% | +1.8% | +0.1% |
| 3M | -7.0% | -5.9% | -1.0% | -3.6% |
| 6M | +15.5% | +2.8% | +12.7% | +12.0% |
| YTD | +35.6% | +16.6% | +19.0% | +19.4% |
| 1Y | +47.9% | +22.1% | +25.7% | +25.8% |
| 3Y | +181.1% | +64.7% | +116.4% | +79.1% |
| 5Y | +108.2% | +76.6% | +31.6% | +13.9% |
| All | +108.2% | +76.7% | +31.5% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling