+73.7%
STT vs AU
+71.1%
+2.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.1% |
| 7D | -1.4% | -7.0% | +5.6% | -0.7% |
| 30D | +2.2% | +7.3% | -5.1% | +1.4% |
| 3M | +18.8% | +33.2% | -14.4% | +14.8% |
| 6M | +57.9% | -0.6% | +58.5% | +56.1% |
| YTD | +51.0% | +26.2% | +24.8% | +45.0% |
| All | +73.7% | +71.1% | +2.6% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling