+49.3%
STT vs AS
+2.8%
+46.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | +0.4% | -3.0% | +3.5% | +0.9% |
| 30D | -0.4% | +9.6% | -10.0% | -1.9% |
| 3M | -6.5% | -8.2% | +1.7% | -5.3% |
| 6M | +17.2% | -9.9% | +27.1% | +18.4% |
| YTD | +38.2% | -16.8% | +55.0% | +41.2% |
| 1Y | +49.3% | +3.0% | +46.3% | +48.6% |
| All | +49.3% | +2.8% | +46.5% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling