+194.0%
STT vs AR
+57.4%
+136.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +4.8% | +7.4% | -2.6% | +3.5% |
| 30D | +3.9% | +5.8% | -1.8% | +2.8% |
| 3M | -8.2% | +5.2% | -13.4% | -9.3% |
| 6M | +15.6% | +5.4% | +10.2% | +13.8% |
| YTD | +37.6% | +12.4% | +25.2% | +32.9% |
| 1Y | +50.1% | +12.8% | +37.3% | +44.7% |
| 3Y | +183.1% | +47.2% | +135.9% | +153.9% |
| 5Y | +104.8% | +101.1% | +3.7% | +67.5% |
| All | +194.0% | +57.4% | +136.6% | +112.8% |
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