+183.1%
STT vs APD
+29.7%
+153.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +4.8% | +3.8% | +0.9% | +3.7% |
| 30D | +3.9% | +8.2% | -4.3% | +1.7% |
| 3M | -8.2% | +4.3% | -12.4% | -9.2% |
| 6M | +15.6% | +4.7% | +10.9% | +13.9% |
| YTD | +37.6% | +31.5% | +6.1% | +25.6% |
| 1Y | +50.1% | +23.5% | +26.6% | +39.5% |
| 3Y | +183.1% | +29.1% | +153.9% | +163.5% |
| All | +183.1% | +29.7% | +153.3% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling