+201.0%
STT vs ARMK
+131.1%
+69.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +1.5% |
| 7D | +0.9% | +0.9% | 0.0% | +0.4% |
| 30D | -2.3% | -0.4% | -2.0% | -2.4% |
| 3M | -7.0% | -2.0% | -5.0% | -6.7% |
| 6M | +15.5% | +22.0% | -6.5% | +5.4% |
| YTD | +35.6% | +49.6% | -14.0% | +13.2% |
| 1Y | +47.9% | +46.4% | +1.5% | +24.5% |
| 3Y | +181.1% | +103.2% | +77.9% | +102.5% |
| 5Y | +108.2% | +108.1% | +0.1% | +46.3% |
| 10Y | +201.0% | +129.4% | +71.6% | +106.8% |
| All | +201.0% | +131.1% | +69.9% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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