+183.1%
STT vs AU
+507.6%
-324.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +4.8% | -7.2% | +12.0% | +5.3% |
| 30D | +3.9% | -2.9% | +6.8% | +4.0% |
| 3M | -8.2% | -8.7% | +0.5% | -7.8% |
| 6M | +15.6% | -14.1% | +29.7% | +16.1% |
| YTD | +37.6% | +4.8% | +32.8% | +36.2% |
| 1Y | +50.1% | +11.9% | +38.2% | +48.0% |
| 3Y | +183.1% | +513.8% | -330.8% | +147.2% |
| All | +183.1% | +507.6% | -324.5% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling