+186.1%
STT vs AS
+120.4%
+65.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.4% |
| 7D | +0.5% | -4.9% | +5.4% | +1.3% |
| 30D | +3.9% | -19.6% | +23.5% | +7.5% |
| 3M | +20.0% | -14.4% | +34.3% | +22.5% |
| 6M | +55.3% | -20.1% | +75.4% | +60.1% |
| YTD | +53.3% | -20.9% | +74.3% | +58.1% |
| 1Y | +74.7% | -21.9% | +96.6% | +79.9% |
| All | +186.1% | +120.4% | +65.7% | +161.0% |
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