+287.3%
STT vs ARMK
+350.8%
-63.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +0.5% | -2.4% | +2.9% | +1.5% |
| 30D | +3.9% | 0.0% | +3.8% | +3.6% |
| 3M | +20.0% | +6.7% | +13.3% | +16.4% |
| 6M | +55.3% | +38.8% | +16.5% | +34.5% |
| YTD | +53.3% | +55.2% | -1.8% | +26.4% |
| 1Y | +74.7% | +46.6% | +28.1% | +47.2% |
| 3Y | +205.8% | +112.9% | +92.9% | +116.0% |
| 5Y | +145.0% | +144.0% | +1.0% | +61.2% |
| 10Y | +266.0% | +132.4% | +133.6% | +139.2% |
| All | +287.3% | +350.8% | -63.5% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling