+47.1%
STT vs CG
-18.8%
+65.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.9% |
| 7D | +1.1% | +2.0% | -0.8% | +0.5% |
| 30D | -1.9% | +8.5% | -10.4% | -4.6% |
| 3M | -7.6% | -12.1% | +4.6% | -4.0% |
| 6M | +16.0% | -16.4% | +32.4% | +22.2% |
| YTD | +36.2% | -28.0% | +64.1% | +51.9% |
| All | +47.1% | -18.8% | +65.9% | +54.4% |
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