+156.7%
STT vs BG
+86.7%
+70.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +2.8% | +10.3% | -7.5% | -0.1% |
| 3M | +18.1% | -1.9% | +20.0% | +18.3% |
| 6M | +59.2% | +5.2% | +54.0% | +55.5% |
| YTD | +51.5% | +41.2% | +10.3% | +34.9% |
| 1Y | +75.7% | +50.5% | +25.1% | +52.3% |
| 3Y | +200.8% | +19.9% | +180.9% | +178.0% |
| All | +156.7% | +86.7% | +70.0% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling