+169.6%
STT vs COMP
-47.7%
+217.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | +20.0% | +41.1% | -21.2% | +14.3% |
| 6M | +55.3% | +17.2% | +38.1% | +50.0% |
| YTD | +53.3% | +5.2% | +48.1% | +49.5% |
| 1Y | +74.7% | +18.9% | +55.8% | +66.8% |
| 3Y | +205.8% | +215.9% | -10.1% | +145.6% |
| 5Y | +145.0% | -31.2% | +176.2% | +113.3% |
| All | +169.6% | -47.7% | +217.3% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling