+156.0%
STT vs AU
+673.1%
-517.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | 0.0% |
| 7D | -1.4% | -7.0% | +5.6% | -0.9% |
| 30D | +2.2% | +7.3% | -5.1% | +1.6% |
| 3M | +18.8% | +33.2% | -14.4% | +16.3% |
| 6M | +57.9% | -0.6% | +58.5% | +56.9% |
| YTD | +51.0% | +26.2% | +24.8% | +47.8% |
| 1Y | +77.1% | +68.3% | +8.9% | +70.5% |
| 3Y | +199.8% | +592.1% | -392.3% | +161.6% |
| 5Y | +156.0% | +685.3% | -529.3% | +115.6% |
| All | +156.0% | +673.1% | -517.2% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling