+52.0%
STT vs APD
+36.4%
+15.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | -0.1% | +3.8% | -3.9% | -0.3% |
| 30D | -1.7% | +14.1% | -15.8% | -2.5% |
| 3M | -6.4% | +8.2% | -14.6% | -6.8% |
| 6M | +17.7% | +7.5% | +10.1% | +17.1% |
| YTD | +36.9% | +31.7% | +5.2% | +33.6% |
| 1Y | +52.0% | +35.1% | +17.0% | +47.1% |
| All | +52.0% | +36.4% | +15.7% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling