+168.1%
STT vs AVAV
-5.8%
+173.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.5% | -10.3% | -0.4% |
| 7D | -2.5% | -10.6% | +8.1% | -1.9% |
| 30D | -5.0% | -18.8% | +13.8% | -3.9% |
| 3M | -10.5% | -34.1% | +23.6% | -8.5% |
| 6M | +10.0% | -35.3% | +45.3% | +11.9% |
| YTD | +30.7% | -53.4% | +84.1% | +34.5% |
| 1Y | +43.8% | -65.6% | +109.4% | +51.3% |
| 3Y | +168.1% | -5.1% | +173.1% | +160.2% |
| All | +168.1% | -5.8% | +173.9% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling