+447.6%
STT vs CG
+295.0%
+152.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.1% |
| 7D | +0.4% | -3.8% | +4.3% | +2.1% |
| 30D | -0.4% | +7.5% | -7.9% | -3.8% |
| 3M | -6.5% | -14.4% | +7.9% | -0.5% |
| 6M | +17.2% | -15.7% | +32.8% | +24.8% |
| YTD | +38.2% | -29.0% | +67.2% | +57.2% |
| 1Y | +49.3% | -22.1% | +71.4% | +62.8% |
| 3Y | +181.9% | +49.1% | +132.8% | +118.7% |
| 5Y | +106.9% | -18.4% | +125.3% | +101.8% |
| 10Y | +203.1% | +295.1% | -92.0% | +52.2% |
| All | +447.6% | +295.0% | +152.6% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling