+197.6%
STT vs ARWR
+1,055.7%
-858.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +1.1% | -17.7% | +18.8% | +3.0% |
| 30D | -1.9% | -21.9% | +20.0% | +0.4% |
| 3M | -7.6% | -44.5% | +36.9% | -2.1% |
| 6M | +16.0% | -32.6% | +48.6% | +19.8% |
| YTD | +36.2% | -26.2% | +62.4% | +38.8% |
| 1Y | +46.8% | +23.0% | +23.8% | +41.0% |
| 3Y | +177.8% | +81.8% | +96.0% | +144.0% |
| 5Y | +105.8% | -36.0% | +141.9% | +93.2% |
| 10Y | +197.6% | +1,039.5% | -842.0% | +125.2% |
| All | +197.6% | +1,055.7% | -858.1% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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