+181.1%
STT vs CG
+52.0%
+129.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.6% | -3.4% | +0.6% |
| 7D | +0.9% | +3.0% | -2.1% | -0.3% |
| 30D | -2.3% | +10.1% | -12.5% | -6.1% |
| 3M | -7.0% | -10.8% | +3.9% | -3.3% |
| 6M | +15.5% | -15.2% | +30.7% | +22.0% |
| YTD | +35.6% | -26.9% | +62.5% | +51.0% |
| 1Y | +47.9% | -17.0% | +64.9% | +56.0% |
| 3Y | +181.1% | +54.6% | +126.4% | +127.6% |
| All | +181.1% | +52.0% | +129.1% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling