+154.5%
STT vs COMP
-31.2%
+185.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | +3.9% | -13.3% | +17.2% | +5.6% |
| 3M | +20.0% | +41.1% | -21.2% | +14.2% |
| 6M | +55.3% | +17.2% | +38.1% | +49.9% |
| YTD | +53.3% | +5.2% | +48.1% | +49.4% |
| 1Y | +74.7% | +18.9% | +55.8% | +66.7% |
| 3Y | +205.8% | +215.9% | -10.1% | +144.7% |
| All | +154.5% | -31.2% | +185.7% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling