+260.3%
STT vs BR
+190.5%
+69.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.4% | -6.0% | +4.6% | +1.8% |
| 30D | +2.2% | -0.9% | +3.0% | +2.4% |
| 3M | +18.8% | +16.4% | +2.4% | +8.2% |
| 6M | +57.9% | -8.2% | +66.1% | +62.7% |
| YTD | +51.0% | -23.2% | +74.2% | +71.2% |
| 1Y | +77.1% | -30.9% | +108.1% | +113.6% |
| 3Y | +199.8% | -5.0% | +204.8% | +194.8% |
| 5Y | +156.0% | +8.8% | +147.2% | +126.7% |
| All | +260.3% | +190.5% | +69.8% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling