+478.1%
STT vs BG
+1,131.5%
-653.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | +0.5% | +2.8% | -2.3% | -0.8% |
| 30D | +3.9% | +12.0% | -8.2% | -1.3% |
| 3M | +20.0% | -7.7% | +27.7% | +22.9% |
| 6M | +55.3% | +4.5% | +50.8% | +50.1% |
| YTD | +53.3% | +35.7% | +17.7% | +32.4% |
| 1Y | +74.7% | +50.1% | +24.6% | +43.1% |
| 3Y | +205.8% | +12.6% | +193.2% | +176.0% |
| 5Y | +145.0% | +75.4% | +69.6% | +76.8% |
| 10Y | +266.0% | +150.5% | +115.5% | +111.0% |
| All | +478.1% | +1,131.5% | -653.3% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling