+194.4%
STT vs AR
+57.2%
+137.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +5.1% | +6.4% | -1.3% | +4.0% |
| 30D | -0.2% | +3.1% | -3.3% | -0.9% |
| 3M | -8.1% | +3.3% | -11.4% | -9.0% |
| 6M | +16.6% | +6.6% | +10.1% | +14.6% |
| YTD | +37.8% | +12.3% | +25.5% | +33.1% |
| 1Y | +46.8% | +12.3% | +34.5% | +41.6% |
| 3Y | +181.2% | +50.4% | +130.7% | +151.2% |
| 5Y | +105.1% | +101.0% | +4.1% | +67.8% |
| All | +194.4% | +57.2% | +137.2% | +113.1% |
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