+201.0%
STT vs ARWR
+921.6%
-720.6%
-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 | -7.0% | -43.8% | +36.8% | -1.6% |
| 6M | +15.5% | -32.3% | +47.7% | +19.3% |
| YTD | +35.6% | -25.8% | +61.4% | +38.1% |
| 1Y | +47.9% | +25.5% | +22.3% | +41.7% |
| 3Y | +181.1% | +84.1% | +96.9% | +146.5% |
| 5Y | +108.2% | -39.2% | +147.4% | +96.2% |
| 10Y | +201.0% | +1,072.4% | -871.4% | +127.9% |
| All | +201.0% | +921.6% | -720.6% | +127.9% |
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