+194.0%
STT vs AVAV
+315.4%
-121.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | +4.8% | +4.2% | +0.5% | +4.0% |
| 30D | +3.9% | -2.6% | +6.5% | +3.9% |
| 3M | -8.2% | -38.0% | +29.8% | -2.0% |
| 6M | +15.6% | -27.0% | +42.6% | +18.2% |
| YTD | +37.6% | -51.4% | +89.1% | +46.9% |
| 1Y | +50.1% | -60.2% | +110.4% | +65.3% |
| 3Y | +183.1% | -6.7% | +189.7% | +149.1% |
| 5Y | +104.8% | +28.3% | +76.5% | +60.5% |
| All | +194.0% | +315.4% | -121.4% | +76.1% |
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