+305.2%
STT vs AR
-27.2%
+332.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.5% | +2.5% | -2.0% | 0.0% |
| 30D | +3.9% | +14.8% | -10.9% | +1.4% |
| 3M | +20.0% | +6.2% | +13.7% | +18.4% |
| 6M | +55.3% | +4.3% | +51.0% | +53.1% |
| YTD | +53.3% | +14.4% | +39.0% | +48.3% |
| 1Y | +74.7% | +21.3% | +53.4% | +66.6% |
| 3Y | +205.8% | +39.8% | +166.0% | +178.0% |
| 5Y | +145.0% | +142.1% | +2.9% | +95.8% |
| 10Y | +266.0% | +52.0% | +214.0% | +156.3% |
| All | +305.2% | -27.2% | +332.5% | +207.1% |
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 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