+143.8%
STT vs AS
+134.9%
+9.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.5% | +6.9% | -9.4% | -3.5% |
| 30D | -5.0% | +16.0% | -21.0% | -7.3% |
| 3M | -10.5% | -12.8% | +2.4% | -8.7% |
| 6M | +10.0% | -15.4% | +25.4% | +12.5% |
| YTD | +30.7% | -15.7% | +46.4% | +33.2% |
| 1Y | +43.8% | +6.1% | +37.7% | +40.8% |
| All | +143.8% | +134.9% | +9.0% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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