+17.2%
STT vs AME
+3.2%
+14.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +0.4% | +1.1% | -0.7% | 0.0% |
| 30D | -0.4% | -4.1% | +3.6% | +0.8% |
| 3M | -6.5% | -6.3% | -0.1% | -4.6% |
| 6M | +17.2% | +3.5% | +13.6% | +15.4% |
| All | +17.2% | +3.2% | +14.0% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling