+99.4%
STT vs COMP
-17.6%
+117.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.7% | -10.5% | -1.1% |
| 7D | -2.5% | +13.4% | -15.9% | -4.1% |
| 30D | -5.0% | +11.1% | -16.1% | -6.4% |
| 3M | -10.5% | -18.8% | +8.4% | -8.6% |
| 6M | +10.0% | +10.5% | -0.5% | +7.4% |
| YTD | +30.7% | -3.4% | +34.1% | +28.2% |
| 1Y | +43.8% | +19.7% | +24.1% | +37.1% |
| 3Y | +168.1% | +381.6% | -213.5% | +102.9% |
| All | +99.4% | -17.6% | +117.0% | +71.0% |
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