+201.0%
STT vs AVAV
+423.1%
-222.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.6% | -9.4% | +1.3% |
| 7D | +0.9% | +3.2% | -2.2% | +0.2% |
| 30D | -2.3% | -7.4% | +5.1% | -1.6% |
| 3M | -7.0% | -32.0% | +25.0% | -2.1% |
| 6M | +15.5% | -24.6% | +40.0% | +17.6% |
| YTD | +35.6% | -47.5% | +83.1% | +43.0% |
| 1Y | +47.9% | -61.5% | +109.3% | +64.0% |
| 3Y | +181.1% | +5.5% | +175.6% | +142.1% |
| 5Y | +108.2% | +35.7% | +72.4% | +62.0% |
| 10Y | +201.0% | +379.1% | -178.1% | +76.7% |
| All | +201.0% | +423.1% | -222.1% | +76.7% |
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