+471.0%
STT vs BG
+1,185.2%
-714.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -3.0% |
| 7D | +2.2% | +2.4% | -0.2% | +1.1% |
| 30D | +3.9% | +15.0% | -11.1% | -2.3% |
| 3M | +19.2% | -0.7% | +19.8% | +18.4% |
| 6M | +60.4% | +7.5% | +52.9% | +53.2% |
| YTD | +51.5% | +41.6% | +9.9% | +28.4% |
| 1Y | +76.3% | +50.7% | +25.6% | +44.2% |
| 3Y | +200.7% | +20.3% | +180.5% | +163.9% |
| 5Y | +157.5% | +85.2% | +72.2% | +81.5% |
| 10Y | +262.0% | +160.6% | +101.4% | +105.2% |
| All | +471.0% | +1,185.2% | -714.2% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling