+194.4%
STT vs APD
+191.6%
+2.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +5.1% | +2.2% | +3.0% | +3.9% |
| 30D | -0.2% | +9.4% | -9.7% | -5.3% |
| 3M | -8.1% | +4.7% | -12.8% | -10.8% |
| 6M | +16.6% | +5.5% | +11.2% | +12.0% |
| YTD | +37.8% | +31.4% | +6.4% | +15.0% |
| 1Y | +46.8% | +24.1% | +22.7% | +26.1% |
| 3Y | +181.2% | +28.8% | +152.4% | +125.8% |
| 5Y | +105.1% | +15.8% | +89.4% | +72.0% |
| All | +194.4% | +191.6% | +2.8% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling