+317.9%
STT vs AVAV
+478.6%
-160.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | +0.5% | -2.2% | +2.7% | +0.9% |
| 30D | +3.9% | -13.9% | +17.8% | +6.6% |
| 3M | +20.0% | -29.2% | +49.2% | +26.1% |
| 6M | +55.3% | -36.1% | +91.4% | +64.6% |
| YTD | +53.3% | -40.2% | +93.5% | +61.1% |
| 1Y | +74.7% | -36.2% | +110.9% | +78.4% |
| 3Y | +205.8% | +47.5% | +158.3% | +138.6% |
| 5Y | +145.0% | +39.3% | +105.7% | +83.5% |
| 10Y | +266.0% | +482.6% | -216.6% | +68.9% |
| All | +317.9% | +478.6% | -160.7% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling