+191.6%
STT vs AR
+47.5%
+144.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -2.5% | -14.3% | +11.8% | +0.1% |
| 30D | -5.0% | +1.4% | -6.4% | -5.3% |
| 3M | -10.0% | +3.4% | -13.4% | -10.8% |
| 6M | +10.6% | -2.1% | +12.7% | +10.2% |
| YTD | +31.4% | +4.7% | +26.7% | +28.5% |
| 1Y | +44.5% | +10.6% | +34.0% | +39.7% |
| 3Y | +169.5% | +24.6% | +144.9% | +148.9% |
| 5Y | +102.5% | +71.9% | +30.6% | +70.0% |
| All | +191.6% | +47.5% | +144.1% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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