+230.1%
STT vs ARMK
+317.2%
-87.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -1.6% |
| 7D | -2.5% | -2.6% | +0.2% | -1.5% |
| 30D | -5.0% | -5.2% | +0.2% | -3.1% |
| 3M | -10.5% | -6.5% | -4.0% | -8.5% |
| 6M | +10.0% | +15.3% | -5.2% | +2.7% |
| YTD | +30.7% | +43.6% | -12.9% | +10.8% |
| 1Y | +43.8% | +42.1% | +1.7% | +22.4% |
| 3Y | +168.1% | +94.0% | +74.1% | +96.4% |
| 5Y | +101.4% | +96.3% | +5.2% | +44.6% |
| 10Y | +211.3% | +126.7% | +84.6% | +104.7% |
| All | +230.1% | +317.2% | -87.1% | +91.3% |
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