+183.1%
STT vs BR
+14.9%
+168.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +4.8% | +1.1% | +3.7% | +4.5% |
| 30D | +3.9% | +14.4% | -10.4% | +0.4% |
| 3M | -8.2% | +12.4% | -20.6% | -11.0% |
| 6M | +15.6% | +35.4% | -19.8% | +5.3% |
| YTD | +37.6% | -12.2% | +49.8% | +50.2% |
| 1Y | +50.1% | -12.7% | +62.9% | +64.4% |
| 3Y | +183.1% | +14.3% | +168.8% | +156.4% |
| All | +183.1% | +14.9% | +168.1% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling