+264.3%
STT vs AU
+699.0%
-434.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -0.4% | -4.3% | +3.8% | -0.4% |
| 30D | +1.7% | +7.3% | -5.6% | +1.6% |
| 3M | +17.9% | +26.3% | -8.4% | +17.5% |
| 6M | +55.3% | +1.8% | +53.5% | +54.9% |
| YTD | +52.7% | +26.8% | +25.8% | +52.2% |
| 1Y | +75.7% | +66.7% | +9.0% | +75.1% |
| 3Y | +197.9% | +579.1% | -381.2% | +198.3% |
| 5Y | +158.8% | +689.3% | -530.6% | +160.2% |
| All | +264.3% | +699.0% | -434.7% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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