+52.0%
STT vs BR
-14.2%
+66.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +2.3% |
| 7D | -0.1% | +7.0% | -7.0% | +0.2% |
| 30D | -1.7% | +19.0% | -20.7% | -1.1% |
| 3M | -6.4% | +13.1% | -19.5% | -5.9% |
| 6M | +17.7% | +24.6% | -6.9% | +18.9% |
| YTD | +36.9% | -13.6% | +50.5% | +45.9% |
| 1Y | +52.0% | -13.1% | +65.2% | +61.8% |
| All | +52.0% | -14.2% | +66.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling