+105.8%
STT vs BEN
+30.9%
+74.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | -0.3% |
| 7D | +1.1% | +12.1% | -11.0% | -5.6% |
| 30D | -1.9% | +13.4% | -15.3% | -9.1% |
| 3M | -7.6% | +9.4% | -16.9% | -12.6% |
| 6M | +16.0% | +19.3% | -3.3% | +3.9% |
| YTD | +36.2% | +57.3% | -21.1% | +2.6% |
| 1Y | +46.8% | +69.1% | -22.3% | +5.7% |
| 3Y | +177.8% | +85.6% | +92.2% | +79.3% |
| 5Y | +105.8% | +32.9% | +72.9% | +67.2% |
| All | +105.8% | +30.9% | +74.9% | +67.2% |
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