+891.3%
STT vs AU
+793.6%
+97.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | +0.5% | -3.6% | +4.1% | +0.8% |
| 30D | +3.9% | +23.9% | -20.0% | +1.8% |
| 3M | +20.0% | +19.1% | +0.9% | +17.8% |
| 6M | +55.3% | -0.2% | +55.5% | +54.2% |
| YTD | +53.3% | +32.5% | +20.9% | +48.2% |
| 1Y | +74.7% | +96.9% | -22.2% | +62.9% |
| 3Y | +205.8% | +614.7% | -408.9% | +150.9% |
| 5Y | +145.0% | +647.7% | -502.7% | +96.5% |
| 10Y | +266.0% | +679.2% | -413.2% | +172.5% |
| All | +891.3% | +793.6% | +97.7% | +649.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling