+99.4%
STT vs APD
+11.0%
+88.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -2.5% | -3.7% | +1.2% | -0.9% |
| 30D | -5.0% | +9.6% | -14.6% | -8.6% |
| 3M | -10.5% | +1.6% | -12.1% | -11.3% |
| 6M | +10.0% | +2.2% | +7.8% | +8.3% |
| YTD | +30.7% | +25.9% | +4.8% | +16.0% |
| 1Y | +43.8% | +20.1% | +23.6% | +30.0% |
| 3Y | +168.1% | +12.4% | +155.7% | +144.6% |
| All | +99.4% | +11.0% | +88.4% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling