+262.0%
STT vs APD
+161.1%
+100.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | +2.2% | -2.5% | +4.7% | +3.6% |
| 30D | +3.9% | -1.9% | +5.8% | +4.9% |
| 3M | +19.2% | +8.2% | +10.9% | +12.9% |
| 6M | +60.4% | +10.7% | +49.6% | +49.2% |
| YTD | +51.5% | +22.9% | +28.5% | +31.6% |
| 1Y | +76.3% | +5.8% | +70.5% | +66.3% |
| 3Y | +200.7% | +7.8% | +193.0% | +169.2% |
| 5Y | +157.5% | +26.1% | +131.4% | +101.1% |
| 10Y | +262.0% | +163.7% | +98.3% | +65.5% |
| All | +262.0% | +161.1% | +100.9% | +65.5% |
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