+99.4%
STT vs BUD
+48.8%
+50.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -2.5% | +4.5% | -6.9% | -4.2% |
| 30D | -5.0% | +12.5% | -17.5% | -9.6% |
| 3M | -10.5% | 0.0% | -10.5% | -10.9% |
| 6M | +10.0% | +3.8% | +6.2% | +7.4% |
| YTD | +30.7% | +33.1% | -2.4% | +13.3% |
| 1Y | +43.8% | +35.5% | +8.3% | +23.4% |
| 3Y | +168.1% | +49.4% | +118.7% | +111.3% |
| All | +99.4% | +48.8% | +50.6% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling