+3,534.9%
STT vs ARWR
-97.0%
+3,631.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +0.5% | +1.7% | -1.2% | +0.5% |
| 30D | +3.9% | -0.7% | +4.5% | +3.9% |
| 3M | +20.0% | +14.9% | +5.1% | +19.8% |
| 6M | +55.3% | +32.6% | +22.7% | +55.0% |
| YTD | +53.3% | +30.0% | +23.3% | +53.0% |
| 1Y | +74.7% | +208.4% | -133.7% | +73.3% |
| 3Y | +205.8% | +208.8% | -3.0% | +202.6% |
| 5Y | +145.0% | +27.8% | +117.2% | +143.2% |
| 10Y | +266.0% | +1,107.6% | -841.5% | +257.6% |
| All | +3,534.9% | -97.0% | +3,631.9% | +3,176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling