+201.0%
STT vs APD
+192.6%
+8.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.0% |
| 7D | +0.9% | -1.6% | +2.5% | +1.9% |
| 30D | -2.3% | +10.6% | -12.9% | -7.9% |
| 3M | -7.0% | +2.5% | -9.5% | -8.6% |
| 6M | +15.5% | +6.0% | +9.5% | +10.5% |
| YTD | +35.6% | +28.4% | +7.2% | +14.7% |
| 1Y | +47.9% | +22.2% | +25.7% | +28.1% |
| 3Y | +181.1% | +26.6% | +154.5% | +127.8% |
| 5Y | +108.2% | +11.8% | +96.4% | +78.4% |
| 10Y | +201.0% | +187.8% | +13.2% | +35.8% |
| All | +201.0% | +192.6% | +8.4% | +35.8% |
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