+199.4%
STT vs AVAV
+423.1%
-223.7%
-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 | -7.5% | -32.0% | +24.5% | -2.6% |
| 6M | +14.9% | -24.6% | +39.4% | +17.0% |
| YTD | +34.9% | -47.5% | +82.4% | +42.3% |
| 1Y | +47.1% | -61.5% | +108.6% | +63.2% |
| 3Y | +179.6% | +5.5% | +174.1% | +140.9% |
| 5Y | +107.1% | +35.7% | +71.4% | +61.1% |
| 10Y | +199.4% | +379.1% | -179.7% | +75.8% |
| All | +199.4% | +423.1% | -223.7% | +75.8% |
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