+194.0%
STT vs BG
+111.0%
+83.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | +4.8% | +2.6% | +2.2% | +3.7% |
| 30D | +3.9% | -6.7% | +10.6% | +6.6% |
| 3M | -8.2% | -9.3% | +1.1% | -5.4% |
| 6M | +15.6% | -18.3% | +33.9% | +23.4% |
| YTD | +37.6% | +16.2% | +21.5% | +25.9% |
| 1Y | +50.1% | +7.6% | +42.5% | +41.6% |
| 3Y | +183.1% | +6.6% | +176.5% | +160.0% |
| 5Y | +104.8% | +22.2% | +82.6% | +69.9% |
| All | +194.0% | +111.0% | +83.0% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling