+355.5%
STT vs BR
+1,321.0%
-965.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +2.4% |
| 7D | +0.5% | -5.3% | +5.8% | +4.1% |
| 30D | +3.9% | +6.4% | -2.6% | -0.9% |
| 3M | +20.0% | +13.6% | +6.3% | +8.1% |
| 6M | +55.3% | -6.7% | +62.0% | +58.0% |
| YTD | +53.3% | -21.1% | +74.4% | +73.7% |
| 1Y | +74.7% | -29.6% | +104.3% | +114.1% |
| 3Y | +205.8% | -2.4% | +208.2% | +191.4% |
| 5Y | +145.0% | +11.2% | +133.8% | +107.1% |
| 10Y | +266.0% | +191.8% | +74.2% | +40.0% |
| All | +355.5% | +1,321.0% | -965.5% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling