+195.6%
STT vs BR
-5.1%
+200.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.0% | -5.0% | +6.0% | +2.4% |
| 30D | +2.8% | -2.5% | +5.3% | +3.4% |
| 3M | +18.1% | +13.5% | +4.6% | +13.1% |
| 6M | +59.2% | -9.4% | +68.6% | +66.1% |
| YTD | +51.5% | -23.3% | +74.7% | +71.3% |
| 1Y | +75.7% | -31.6% | +107.3% | +111.5% |
| All | +195.6% | -5.1% | +200.7% | +186.7% |
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