+168.1%
STT vs ARWR
+105.6%
+62.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -2.5% | -2.9% | +0.4% | -2.2% |
| 30D | -5.0% | -5.4% | +0.4% | -4.4% |
| 3M | -10.5% | -32.2% | +21.8% | -6.9% |
| 6M | +10.0% | -26.5% | +36.5% | +12.9% |
| YTD | +30.7% | -12.4% | +43.1% | +31.1% |
| 1Y | +43.8% | +46.9% | -3.1% | +35.6% |
| 3Y | +168.1% | +116.0% | +52.1% | +125.9% |
| All | +168.1% | +105.6% | +62.5% | +125.9% |
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 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