+6,495.0%
STT vs AME
+18,783.2%
-12,288.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.1% | -4.1% | +5.3% | +3.2% |
| 30D | -1.9% | -4.1% | +2.2% | 0.0% |
| 3M | -7.6% | -5.6% | -2.0% | -5.1% |
| 6M | +16.0% | +2.8% | +13.1% | +13.5% |
| YTD | +36.2% | +16.6% | +19.6% | +24.5% |
| 1Y | +46.8% | +21.1% | +25.7% | +31.5% |
| 3Y | +177.8% | +61.1% | +116.7% | +111.5% |
| 5Y | +105.8% | +76.6% | +29.3% | +50.5% |
| 10Y | +197.6% | +431.3% | -233.7% | +30.8% |
| All | +6,495.0% | +18,783.2% | -12,288.3% | +973.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling