+154.5%
STT vs CG
+10.1%
+144.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | +0.5% | -4.3% | +4.8% | +2.4% |
| 30D | +3.9% | -5.1% | +8.9% | +5.9% |
| 3M | +20.0% | +8.7% | +11.3% | +14.8% |
| 6M | +55.3% | -9.2% | +64.5% | +60.0% |
| YTD | +53.3% | -18.9% | +72.2% | +65.2% |
| 1Y | +74.7% | -25.6% | +100.3% | +94.9% |
| 3Y | +205.8% | +57.3% | +148.6% | +130.0% |
| All | +154.5% | +10.1% | +144.4% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling