+202.9%
STT vs AVAV
+361.4%
-158.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.5% | -10.3% | -1.4% |
| 7D | -2.5% | -10.6% | +8.1% | -1.0% |
| 30D | -5.0% | -18.8% | +13.8% | -2.2% |
| 3M | -10.5% | -34.1% | +23.6% | -5.3% |
| 6M | +10.0% | -35.3% | +45.3% | +14.8% |
| YTD | +30.7% | -53.4% | +84.1% | +40.5% |
| 1Y | +43.8% | -65.6% | +109.4% | +62.5% |
| 3Y | +168.1% | -5.1% | +173.1% | +134.3% |
| 5Y | +101.4% | +18.5% | +82.9% | +60.0% |
| All | +202.9% | +361.4% | -158.5% | +69.7% |
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