+201.0%
STT vs CP
+261.0%
-60.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +1.9% |
| 7D | +0.9% | +2.8% | -1.8% | -0.8% |
| 30D | -2.3% | +11.3% | -13.7% | -9.0% |
| 3M | -7.0% | +2.9% | -9.8% | -9.0% |
| 6M | +15.5% | +9.8% | +5.7% | +7.6% |
| YTD | +35.6% | +28.5% | +7.1% | +12.9% |
| 1Y | +47.9% | +33.5% | +14.4% | +20.0% |
| 3Y | +181.1% | +31.9% | +149.1% | +121.7% |
| 5Y | +108.2% | +25.5% | +82.7% | +66.8% |
| 10Y | +201.0% | +257.6% | -56.6% | +24.7% |
| All | +201.0% | +261.0% | -60.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling