+266.4%
STT vs CG
+324.5%
-58.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.9% |
| 7D | +1.0% | -6.4% | +7.4% | +4.2% |
| 30D | +2.8% | -7.1% | +9.9% | +6.0% |
| 3M | +18.1% | -1.6% | +19.7% | +18.0% |
| 6M | +59.2% | -8.3% | +67.6% | +63.4% |
| YTD | +51.5% | -23.8% | +75.3% | +69.1% |
| 1Y | +75.7% | -28.7% | +104.4% | +101.6% |
| 3Y | +200.8% | +49.2% | +151.6% | +125.1% |
| 5Y | +155.8% | +5.5% | +150.3% | +116.9% |
| 10Y | +266.4% | +331.2% | -64.9% | +57.8% |
| All | +266.4% | +324.5% | -58.1% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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