+262.0%
STT vs ARMK
+136.6%
+125.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | +2.2% | +1.7% | +0.5% | +1.5% |
| 30D | +3.9% | +3.1% | +0.8% | +2.3% |
| 3M | +19.2% | +9.2% | +9.9% | +14.5% |
| 6M | +60.4% | +43.7% | +16.7% | +37.0% |
| YTD | +51.5% | +57.4% | -5.9% | +24.3% |
| 1Y | +76.3% | +51.9% | +24.4% | +46.6% |
| 3Y | +200.7% | +125.4% | +75.3% | +108.0% |
| 5Y | +157.5% | +149.1% | +8.4% | +68.5% |
| 10Y | +262.0% | +135.4% | +126.5% | +146.4% |
| All | +262.0% | +136.6% | +125.4% | +146.4% |
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