+77.1%
STT vs CG
-30.6%
+107.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | -1.4% | -9.8% | +8.4% | +2.1% |
| 30D | +2.2% | -10.3% | +12.5% | +5.7% |
| 3M | +18.8% | -1.7% | +20.5% | +18.6% |
| 6M | +57.9% | -9.8% | +67.7% | +61.7% |
| YTD | +51.0% | -25.6% | +76.6% | +67.1% |
| 1Y | +77.1% | -32.5% | +109.7% | +102.4% |
| All | +77.1% | -30.6% | +107.7% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling