+52.0%
STT vs COMP
+23.8%
+28.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +1.4% |
| 7D | -0.1% | +9.5% | -9.6% | -1.0% |
| 30D | -1.7% | +8.1% | -9.8% | -2.6% |
| 3M | -6.4% | -16.3% | +10.0% | -5.1% |
| 6M | +17.7% | +42.2% | -24.5% | +11.2% |
| YTD | +36.9% | -5.0% | +41.9% | +35.5% |
| 1Y | +52.0% | +20.1% | +31.9% | +48.3% |
| All | +52.0% | +23.8% | +28.2% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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