+195.6%
STT vs BG
+19.0%
+176.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +2.8% | +10.3% | -7.5% | +0.9% |
| 3M | +18.1% | -1.9% | +20.0% | +18.4% |
| 6M | +59.2% | +5.2% | +54.0% | +56.7% |
| YTD | +51.5% | +41.2% | +10.3% | +39.7% |
| 1Y | +75.7% | +50.5% | +25.1% | +58.9% |
| All | +195.6% | +19.0% | +176.6% | +185.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling