+157.5%
STT vs BEN
+42.4%
+115.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +2.2% | +4.7% | -2.5% | -0.5% |
| 30D | +3.9% | +2.6% | +1.3% | +2.3% |
| 3M | +19.2% | +11.5% | +7.7% | +11.7% |
| 6M | +60.4% | +35.3% | +25.1% | +33.6% |
| YTD | +51.5% | +48.6% | +2.8% | +19.3% |
| 1Y | +76.3% | +46.7% | +29.6% | +39.6% |
| 3Y | +200.7% | +57.0% | +143.7% | +120.5% |
| 5Y | +157.5% | +41.8% | +115.6% | +95.3% |
| All | +157.5% | +42.4% | +115.1% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling