+244.7%
STT vs AR
-32.8%
+277.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -4.2% |
| 7D | -4.9% | -11.7% | +6.8% | -3.0% |
| 30D | -6.0% | +1.8% | -7.8% | -6.4% |
| 3M | -11.7% | +6.0% | -17.6% | -12.8% |
| 6M | +11.7% | -7.0% | +18.7% | +12.3% |
| YTD | +30.4% | +5.6% | +24.9% | +27.5% |
| 1Y | +43.9% | +10.8% | +33.1% | +39.2% |
| 3Y | +165.4% | +19.3% | +146.1% | +147.6% |
| 5Y | +101.0% | +73.3% | +27.7% | +69.7% |
| 10Y | +210.7% | +47.6% | +163.1% | +118.6% |
| All | +244.7% | -32.8% | +277.5% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling