+143.4%
STT vs AS
+133.7%
+9.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -4.3% |
| 7D | -4.9% | +7.1% | -12.0% | -6.0% |
| 30D | -6.0% | +12.8% | -18.8% | -7.9% |
| 3M | -11.7% | -14.7% | +3.1% | -9.5% |
| 6M | +11.7% | -9.9% | +21.6% | +12.9% |
| YTD | +30.4% | -16.1% | +46.6% | +33.0% |
| 1Y | +43.9% | +0.2% | +43.8% | +42.3% |
| All | +143.4% | +133.7% | +9.6% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling