+99.0%
STT vs CAI
-11.0%
+110.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | -5.1% | +3.7% | -1.1% |
| 30D | +2.2% | +3.9% | -1.7% | +2.0% |
| 3M | +18.8% | +40.1% | -21.3% | +16.2% |
| 6M | +57.9% | +29.7% | +28.3% | +54.2% |
| YTD | +51.0% | -10.9% | +61.9% | +50.1% |
| 1Y | +77.1% | -28.0% | +105.2% | +77.9% |
| All | +99.0% | -11.0% | +110.0% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling