+183.5%
STT vs ARWR
+77.5%
+106.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.2% |
| 7D | +5.1% | -17.9% | +23.1% | +7.1% |
| 30D | -0.2% | -18.9% | +18.7% | +1.8% |
| 3M | -8.1% | -46.0% | +37.8% | -2.4% |
| 6M | +16.6% | -40.3% | +57.0% | +22.1% |
| YTD | +37.8% | -29.0% | +66.8% | +41.0% |
| 1Y | +46.8% | +13.8% | +33.0% | +42.0% |
| All | +183.5% | +77.5% | +106.0% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling