+262.0%
STT vs CP
+219.6%
+42.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +2.2% | +2.4% | -0.2% | +0.6% |
| 30D | +3.9% | -0.5% | +4.4% | +4.1% |
| 3M | +19.2% | +1.4% | +17.8% | +17.4% |
| 6M | +60.4% | +10.3% | +50.1% | +48.9% |
| YTD | +51.5% | +24.3% | +27.2% | +29.4% |
| 1Y | +76.3% | +20.4% | +55.8% | +53.4% |
| 3Y | +200.7% | +21.8% | +179.0% | +151.4% |
| 5Y | +157.5% | +31.5% | +125.9% | +99.7% |
| 10Y | +262.0% | +223.2% | +38.8% | +62.2% |
| All | +262.0% | +219.6% | +42.4% | +62.2% |
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