+203.1%
STT vs AVAV
+360.4%
-157.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +0.4% | +9.9% | -9.4% | -1.2% |
| 30D | -0.4% | -5.4% | +5.0% | 0.0% |
| 3M | -6.5% | -36.5% | +30.1% | -0.5% |
| 6M | +17.2% | -25.3% | +42.4% | +19.4% |
| YTD | +38.2% | -48.6% | +86.8% | +46.2% |
| 1Y | +49.3% | -62.1% | +111.4% | +66.0% |
| 3Y | +181.9% | +2.3% | +179.6% | +144.1% |
| 5Y | +106.9% | +35.4% | +71.5% | +60.8% |
| 10Y | +203.1% | +345.1% | -141.9% | +78.6% |
| All | +203.1% | +360.4% | -157.3% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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