+76.3%
STT vs BUD
+35.5%
+40.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +3.9% | -4.8% | +8.7% | +4.2% |
| 3M | +19.2% | +1.4% | +17.8% | +18.9% |
| 6M | +60.4% | +9.9% | +50.5% | +58.0% |
| YTD | +51.5% | +26.3% | +25.1% | +45.4% |
| 1Y | +76.3% | +36.1% | +40.1% | +70.0% |
| All | +76.3% | +35.5% | +40.8% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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