+154.5%
STT vs APD
+27.6%
+126.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | +0.5% | -2.2% | +2.7% | +1.4% |
| 30D | +3.9% | +2.1% | +1.8% | +2.8% |
| 3M | +20.0% | +7.2% | +12.8% | +15.7% |
| 6M | +55.3% | +11.2% | +44.1% | +46.8% |
| YTD | +53.3% | +24.4% | +28.9% | +36.9% |
| 1Y | +74.7% | +6.7% | +68.0% | +67.3% |
| 3Y | +205.8% | +9.2% | +196.6% | +183.5% |
| All | +154.5% | +27.6% | +126.9% | +84.7% |
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 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