+199.4%
STT vs ARWR
+921.6%
-722.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -15.3% | +18.6% | +4.8% |
| 7D | +0.9% | -17.3% | +18.3% | +2.8% |
| 30D | -2.3% | -21.5% | +19.2% | 0.0% |
| 3M | -7.5% | -43.8% | +36.3% | -2.1% |
| 6M | +14.9% | -32.3% | +47.1% | +18.6% |
| YTD | +34.9% | -25.8% | +60.7% | +37.4% |
| 1Y | +47.1% | +25.5% | +21.6% | +40.9% |
| 3Y | +179.6% | +84.1% | +95.5% | +145.2% |
| 5Y | +107.1% | -39.2% | +146.3% | +95.2% |
| 10Y | +199.4% | +1,072.4% | -873.0% | +126.7% |
| All | +199.4% | +921.6% | -722.2% | +126.7% |
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