+168.1%
STT vs BUD
+49.3%
+118.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -2.5% | +4.5% | -6.9% | -3.3% |
| 30D | -5.0% | +12.5% | -17.5% | -7.2% |
| 3M | -10.5% | 0.0% | -10.5% | -10.6% |
| 6M | +10.0% | +3.8% | +6.2% | +8.8% |
| YTD | +30.7% | +33.1% | -2.4% | +21.1% |
| 1Y | +43.8% | +35.5% | +8.3% | +32.5% |
| 3Y | +168.1% | +49.4% | +118.7% | +129.0% |
| All | +168.1% | +49.3% | +118.7% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling