+506.1%
STT vs BUD
+201.1%
+305.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | +3.9% | -5.7% | +9.5% | +6.9% |
| 3M | +20.0% | +3.1% | +16.8% | +17.4% |
| 6M | +55.3% | +7.9% | +47.4% | +47.5% |
| YTD | +53.3% | +27.3% | +26.0% | +32.7% |
| 1Y | +74.7% | +37.8% | +36.9% | +44.5% |
| 3Y | +205.8% | +49.8% | +156.0% | +133.9% |
| 5Y | +145.0% | +43.8% | +101.2% | +88.6% |
| 10Y | +266.0% | -22.6% | +288.6% | +256.7% |
| All | +506.1% | +201.1% | +305.0% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling