+103.1%
STT vs ARWR
-34.9%
+138.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.3% |
| 7D | +4.8% | -17.8% | +22.6% | +7.2% |
| 30D | +3.9% | -18.1% | +22.1% | +6.4% |
| 3M | -8.2% | -44.2% | +36.0% | -1.3% |
| 6M | +15.6% | -38.6% | +54.3% | +22.0% |
| YTD | +37.6% | -28.0% | +65.7% | +41.3% |
| 1Y | +50.1% | +16.1% | +34.0% | +43.1% |
| 3Y | +183.1% | +84.0% | +99.1% | +133.1% |
| All | +103.1% | -34.9% | +138.0% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling