+157.5%
STT vs AME
+85.0%
+72.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.2% | +2.8% | -0.6% | +0.2% |
| 30D | +3.9% | -6.3% | +10.2% | +8.6% |
| 3M | +19.2% | +5.4% | +13.8% | +14.3% |
| 6M | +60.4% | +7.4% | +52.9% | +51.0% |
| YTD | +51.5% | +16.2% | +35.3% | +34.5% |
| 1Y | +76.3% | +26.8% | +49.5% | +46.0% |
| 3Y | +200.7% | +57.5% | +143.2% | +101.0% |
| 5Y | +157.5% | +84.8% | +72.6% | +42.8% |
| All | +157.5% | +85.0% | +72.4% | +42.8% |
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